+299.0%
TER vs NVDL
+2,476.2%
-2,177.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | +6.4% | -10.3% | +16.7% | +9.7% |
| 30D | -5.7% | -7.1% | +1.4% | -4.1% |
| 3M | -0.4% | +6.6% | -7.0% | -2.8% |
| 6M | +25.8% | +21.1% | +4.8% | +17.0% |
| YTD | +96.4% | +15.2% | +81.2% | +84.1% |
| 1Y | +229.2% | +18.8% | +210.4% | +203.8% |
| 3Y | +288.1% | +649.9% | -361.8% | +89.4% |
| All | +299.0% | +2,476.2% | -2,177.2% | +27.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling