+61.4%
T vs NVDL
+2,608.0%
-2,546.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.8% |
| 7D | -3.1% | -0.8% | -2.2% | -3.1% |
| 30D | +4.6% | +3.4% | +1.2% | +4.9% |
| 3M | +12.2% | +8.1% | +4.1% | +13.1% |
| 6M | -6.5% | +31.9% | -38.3% | -4.6% |
| YTD | +4.9% | +21.1% | -16.2% | +6.9% |
| 1Y | -10.5% | +34.0% | -44.5% | -8.1% |
| 3Y | +104.6% | +677.9% | -573.4% | +129.3% |
| All | +61.4% | +2,608.0% | -2,546.7% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NVDL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling