+78.1%
V vs NVDL
+2,657.6%
-2,579.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -1.6% |
| 7D | -1.1% | +7.3% | -8.4% | -1.3% |
| 30D | +1.9% | -0.7% | +2.6% | +1.8% |
| 3M | +15.5% | +9.5% | +6.1% | +14.8% |
| 6M | +16.6% | +41.6% | -25.0% | +14.2% |
| YTD | +5.7% | +23.3% | -17.6% | +3.9% |
| 1Y | +8.6% | +40.3% | -31.7% | +5.5% |
| 3Y | +52.5% | +692.2% | -639.7% | +24.9% |
| All | +78.1% | +2,657.6% | -2,579.5% | +29.1% |
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