+110.4%
TRV vs NVDL
+2,480.8%
-2,370.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.7% | +5.2% | +0.5% |
| 7D | -1.5% | -8.7% | +7.2% | -1.6% |
| 30D | -1.8% | -1.3% | -0.5% | -1.8% |
| 3M | +21.6% | +11.4% | +10.2% | +21.8% |
| 6M | +22.5% | +22.9% | -0.4% | +22.8% |
| YTD | +28.1% | +15.4% | +12.7% | +28.5% |
| 1Y | +37.0% | +18.8% | +18.3% | +37.3% |
| 3Y | +141.9% | +641.4% | -499.5% | +140.5% |
| All | +110.4% | +2,480.8% | -2,370.4% | +110.9% |
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