-98.6%
NVD vs ALC
-13.8%
-84.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.9% | +9.9% | +8.8% |
| 7D | +17.0% | -6.2% | +23.2% | +15.1% |
| 30D | +77.3% | +14.0% | +63.3% | +84.2% |
| 3M | +61.6% | -2.4% | +64.0% | +59.0% |
| 6M | +40.7% | +12.6% | +28.0% | +46.5% |
| YTD | -10.5% | -8.4% | -2.1% | -15.0% |
| 1Y | -6.1% | -9.1% | +3.0% | -11.5% |
| 3Y | -98.4% | -0.3% | -98.1% | -98.3% |
| All | -98.6% | -13.8% | -84.8% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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