+26.5%
U vs NVDL
+2,608.0%
-2,581.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.1% |
| 7D | +4.4% | -0.8% | +5.2% | +4.5% |
| 30D | -1.3% | +3.4% | -4.7% | -2.8% |
| 3M | +49.6% | +8.1% | +41.5% | +44.6% |
| 6M | +100.2% | +31.9% | +68.3% | +83.2% |
| YTD | -3.7% | +21.1% | -24.8% | -10.7% |
| 1Y | -6.5% | +34.0% | -40.5% | -16.1% |
| 3Y | +12.9% | +677.9% | -665.1% | -42.5% |
| All | +26.5% | +2,608.0% | -2,581.5% | -63.0% |
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