-98.6%
NVD vs ALC
-11.2%
-87.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -1.4% | +12.3% | +10.5% |
| 7D | +43.9% | +2.3% | +41.5% | +44.7% |
| 30D | +74.0% | +15.5% | +58.5% | +81.2% |
| 3M | +48.3% | +0.6% | +47.7% | +47.1% |
| 6M | +30.3% | +18.4% | +12.0% | +38.0% |
| YTD | -12.9% | -5.6% | -7.3% | -16.6% |
| 1Y | -4.0% | 0.0% | -4.0% | -5.1% |
| 3Y | -98.5% | +2.8% | -101.3% | -98.4% |
| All | -98.6% | -11.2% | -87.5% | -98.6% |
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