-54.2%
NVD vs ALM
+247.3%
-301.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.5% | +6.8% | -1.1% |
| 7D | +10.8% | -11.8% | +22.7% | +8.2% |
| 30D | +0.8% | +7.8% | -7.0% | +2.9% |
| 3M | -20.8% | -9.3% | -11.6% | -19.7% |
| 6M | -41.2% | -30.5% | -10.7% | -40.1% |
| YTD | -44.2% | +75.8% | -120.0% | -38.5% |
| 1Y | -54.2% | +241.2% | -295.3% | -49.4% |
| All | -54.2% | +247.3% | -301.5% | -49.4% |
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 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