-99.1%
NVD vs ACI
-40.8%
-58.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.3% | +5.7% | +4.9% |
| 7D | +9.0% | -7.1% | +16.1% | +11.7% |
| 30D | -5.5% | -4.5% | -1.0% | -3.9% |
| 3M | -24.6% | -22.3% | -2.3% | -19.0% |
| 6M | -42.1% | -28.4% | -13.7% | -35.6% |
| YTD | -44.3% | -29.5% | -14.8% | -37.8% |
| 1Y | -54.2% | -34.2% | -19.9% | -48.1% |
| 3Y | -99.1% | -45.7% | -53.5% | -99.0% |
| All | -99.1% | -40.8% | -58.3% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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