+199.8%
TER vs NVDL
+42.2%
+157.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.6% | +3.8% | +4.7% |
| 7D | +0.6% | +11.7% | -11.1% | -4.2% |
| 30D | -8.3% | +7.8% | -16.2% | -11.8% |
| 3M | -12.2% | +3.3% | -15.6% | -14.8% |
| 6M | +17.0% | +38.9% | -21.9% | -3.0% |
| YTD | +84.6% | +28.5% | +56.1% | +55.2% |
| 1Y | +199.8% | +40.6% | +159.2% | +141.5% |
| All | +199.8% | +42.2% | +157.6% | +141.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling