-99.2%
NVD vs ALC
-15.5%
-83.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.0% | +5.8% | +3.2% |
| 7D | -7.7% | -3.7% | -4.0% | -8.8% |
| 30D | -5.8% | -3.7% | -2.0% | -7.1% |
| 3M | -23.2% | +4.6% | -27.8% | -21.7% |
| 6M | -49.7% | -14.6% | -35.1% | -53.5% |
| YTD | -47.7% | -11.9% | -35.8% | -50.7% |
| 1Y | -61.3% | -13.1% | -48.2% | -64.0% |
| 3Y | -99.2% | -15.0% | -84.2% | -99.2% |
| All | -99.2% | -15.5% | -83.7% | -99.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling