-99.1%
NVD vs ALC
-20.8%
-78.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | 0.0% |
| 7D | +10.8% | -6.3% | +17.2% | +8.4% |
| 30D | +0.8% | -10.3% | +11.0% | -3.0% |
| 3M | -20.8% | -0.7% | -20.1% | -20.9% |
| 6M | -41.2% | -17.8% | -23.3% | -46.3% |
| YTD | -44.2% | -15.8% | -28.4% | -48.2% |
| 1Y | -54.2% | -16.7% | -37.4% | -57.9% |
| 3Y | -99.1% | -19.7% | -79.4% | -99.1% |
| All | -99.1% | -20.8% | -78.3% | -99.1% |
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