+573.1%
VRT vs NVDL
+662.3%
-89.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.8% | -7.8% | -8.8% |
| 7D | +2.4% | -0.8% | +3.2% | +2.8% |
| 30D | -2.7% | +3.4% | -6.1% | -5.0% |
| 3M | -9.2% | +8.1% | -17.3% | -13.6% |
| 6M | -0.5% | +31.9% | -32.4% | -15.8% |
| YTD | +62.3% | +21.1% | +41.2% | +41.3% |
| 1Y | +109.6% | +34.0% | +75.5% | +71.7% |
| All | +573.1% | +662.3% | -89.2% | +119.8% |
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