-30.2%
NVD vs ALM
+44.8%
-75.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.2% | +5.3% | +6.8% |
| 7D | +15.0% | -6.4% | +21.4% | +13.1% |
| 30D | +39.3% | -35.0% | +74.3% | +25.9% |
| 3M | +3.1% | -33.8% | +36.9% | -4.9% |
| 6M | -19.0% | -55.0% | +36.0% | -28.4% |
| YTD | -35.5% | -0.2% | -35.3% | -31.7% |
| 1Y | -30.2% | +41.8% | -72.0% | -17.8% |
| All | -30.2% | +44.8% | -75.0% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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