-99.2%
NVD vs ACI
-45.1%
-54.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.7% |
| 7D | +0.5% | -5.0% | +5.6% | +2.3% |
| 30D | -9.3% | -2.3% | -7.0% | -8.4% |
| 3M | -22.1% | -23.2% | +1.1% | -15.9% |
| 6M | -45.8% | -29.5% | -16.3% | -39.4% |
| YTD | -46.7% | -28.6% | -18.1% | -40.7% |
| 1Y | -59.5% | -34.0% | -25.4% | -54.2% |
| All | -99.2% | -45.1% | -54.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling