-99.2%
NVD vs ALC
-17.9%
-81.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +1.5% |
| 7D | +0.5% | -5.3% | +5.8% | -1.3% |
| 30D | -9.3% | -7.1% | -2.2% | -11.6% |
| 3M | -22.1% | +0.8% | -22.9% | -21.8% |
| 6M | -45.8% | -16.0% | -29.8% | -50.3% |
| YTD | -46.7% | -12.7% | -34.0% | -49.9% |
| 1Y | -59.5% | -12.8% | -46.6% | -62.1% |
| 3Y | -99.2% | -15.8% | -83.3% | -99.1% |
| All | -99.2% | -17.9% | -81.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling