+52.0%
V vs NVDL
+662.3%
-610.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.3% |
| 7D | -2.9% | -0.8% | -2.1% | -2.9% |
| 30D | +1.9% | +3.4% | -1.5% | +1.7% |
| 3M | +13.2% | +8.1% | +5.1% | +12.7% |
| 6M | +16.7% | +31.9% | -15.1% | +14.9% |
| YTD | +5.4% | +21.1% | -15.7% | +3.9% |
| 1Y | +7.7% | +34.0% | -26.4% | +5.2% |
| All | +52.0% | +662.3% | -610.3% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling