-99.2%
NVD vs ALM
+2,327.9%
-2,427.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +8.8% | -4.9% | +5.0% |
| 7D | -7.7% | +8.4% | -16.1% | -6.7% |
| 30D | -5.8% | +34.8% | -40.6% | -1.9% |
| 3M | -23.2% | +16.2% | -39.4% | -20.2% |
| 6M | -49.7% | +2.1% | -51.9% | -47.4% |
| YTD | -47.7% | +117.0% | -164.7% | -42.1% |
| 1Y | -61.3% | +313.9% | -375.2% | -54.7% |
| 3Y | -99.2% | +2,327.9% | -2,427.1% | -99.0% |
| All | -99.2% | +2,327.9% | -2,427.1% | -99.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling