+290.9%
TER vs NVDL
+2,657.6%
-2,366.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.0% | +8.2% | +5.4% |
| 7D | +11.0% | +7.3% | +3.7% | +8.5% |
| 30D | -1.9% | -0.7% | -1.2% | -2.1% |
| 3M | -0.7% | +9.5% | -10.1% | -3.8% |
| 6M | +36.4% | +41.6% | -5.3% | +21.4% |
| YTD | +92.4% | +23.3% | +69.1% | +76.8% |
| 1Y | +213.5% | +40.3% | +173.2% | +176.3% |
| 3Y | +277.2% | +692.2% | -414.9% | +81.1% |
| All | +290.9% | +2,657.6% | -2,366.6% | +22.8% |
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