+30.7%
U vs NVDL
+2,476.2%
-2,445.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.2% | +4.7% | +4.5% |
| 7D | +5.5% | -10.3% | +15.8% | +7.9% |
| 30D | -1.3% | -7.1% | +5.8% | -0.5% |
| 3M | +64.6% | +6.6% | +58.0% | +59.4% |
| 6M | +119.4% | +21.1% | +98.3% | +104.4% |
| YTD | -0.5% | +15.2% | -15.7% | -6.8% |
| 1Y | +1.3% | +18.8% | -17.5% | -6.6% |
| 3Y | +15.6% | +649.9% | -634.3% | -40.7% |
| All | +30.7% | +2,476.2% | -2,445.5% | -61.4% |
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