-98.6%
NVD vs ALM
+797.1%
-895.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -6.5% | +15.5% | +8.1% |
| 7D | +17.0% | -4.0% | +21.0% | +16.5% |
| 30D | +77.3% | -30.5% | +107.8% | +70.3% |
| 3M | +61.6% | -46.9% | +108.5% | +51.2% |
| 6M | +40.7% | -65.5% | +106.2% | +28.9% |
| YTD | -10.5% | -13.4% | +2.9% | -10.5% |
| 1Y | -6.1% | +9.8% | -15.9% | -4.1% |
| 3Y | -98.4% | +783.1% | -881.5% | -98.2% |
| All | -98.6% | +797.1% | -895.7% | -98.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling