-32.0%
ALB vs NVD
-99.1%
+67.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.5% | -7.5% | -2.5% |
| 7D | -7.6% | +9.0% | -16.6% | -6.6% |
| 30D | -5.6% | -5.5% | -0.1% | -6.0% |
| 3M | -16.8% | -24.6% | +7.8% | -19.0% |
| 6M | -26.3% | -42.1% | +15.8% | -29.9% |
| YTD | -13.2% | -44.3% | +31.1% | -17.1% |
| 1Y | +68.8% | -54.2% | +123.0% | +59.3% |
| 3Y | -30.7% | -99.1% | +68.4% | -55.8% |
| All | -32.0% | -99.1% | +67.1% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 10y: compounded portfolio wealth divided by compounded NVD 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…
10y analysis · Full analysis span regression · 6 months rolling