-9.0%
NVD vs ALM
+19.0%
-27.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +7.7% | -3.8% | +6.2% |
| 7D | +28.6% | +1.2% | +27.4% | +29.4% |
| 30D | +73.6% | -19.3% | +93.0% | +66.1% |
| 3M | +70.1% | -40.6% | +110.7% | +52.7% |
| 6M | +53.6% | -57.9% | +111.5% | +33.0% |
| YTD | -7.0% | -6.7% | -0.3% | -2.7% |
| 1Y | -9.0% | +20.2% | -29.2% | +3.9% |
| All | -9.0% | +19.0% | -27.9% | +3.9% |
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 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