-99.1%
NVD vs ALM
+1,721.3%
-1,820.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.5% | +6.8% | -0.6% |
| 7D | +10.8% | -11.8% | +22.7% | +9.3% |
| 30D | +0.8% | +7.8% | -7.0% | +2.1% |
| 3M | -20.8% | -9.3% | -11.6% | -20.1% |
| 6M | -41.2% | -30.5% | -10.7% | -40.7% |
| YTD | -44.2% | +75.8% | -120.0% | -39.6% |
| 1Y | -54.2% | +241.2% | -295.3% | -47.4% |
| 3Y | -99.1% | +1,872.6% | -1,971.8% | -98.9% |
| All | -99.1% | +1,721.3% | -1,820.4% | -98.9% |
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