+162.2%
TER vs NVDL
+1,259.0%
-1,096.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.0% | -1.4% | -4.2% |
| 7D | +14.4% | -24.8% | +39.2% | +23.9% |
| 30D | -30.6% | -48.0% | +17.5% | -15.3% |
| 3M | -39.2% | -51.5% | +12.3% | -24.4% |
| 6M | -31.3% | -54.9% | +23.7% | -13.5% |
| YTD | +29.1% | -39.2% | +68.3% | +47.4% |
| 1Y | +47.4% | -41.1% | +88.6% | +69.3% |
| 3Y | +191.2% | +262.9% | -71.7% | +77.8% |
| All | +162.2% | +1,259.0% | -1,096.8% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling