-54.2%
NVD vs ALC
-14.7%
-39.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | +0.4% |
| 7D | +10.8% | -6.3% | +17.2% | +12.0% |
| 30D | +0.8% | -10.3% | +11.0% | +2.7% |
| 3M | -20.8% | -0.7% | -20.1% | -20.3% |
| 6M | -41.2% | -17.8% | -23.3% | -40.3% |
| YTD | -44.2% | -15.8% | -28.4% | -43.5% |
| 1Y | -54.2% | -16.7% | -37.4% | -56.2% |
| All | -54.2% | -14.7% | -39.5% | -56.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling