-54.2%
NVD vs ACI
-34.6%
-19.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.3% | +5.7% | +5.0% |
| 7D | +9.0% | -7.1% | +16.1% | +12.6% |
| 30D | -5.5% | -4.5% | -1.0% | -3.4% |
| 3M | -24.6% | -22.3% | -2.3% | -16.9% |
| 6M | -42.1% | -28.4% | -13.7% | -32.4% |
| YTD | -44.3% | -29.5% | -14.8% | -34.7% |
| 1Y | -54.2% | -34.2% | -19.9% | -47.4% |
| All | -54.2% | -34.6% | -19.6% | -47.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling