-99.2%
NVD vs ALM
+2,055.2%
-2,154.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.1% | +6.0% | +1.4% |
| 7D | +0.5% | +3.6% | -3.1% | +1.0% |
| 30D | -9.3% | +33.8% | -43.1% | -5.7% |
| 3M | -22.1% | +14.8% | -36.9% | -19.1% |
| 6M | -45.8% | -7.0% | -38.8% | -43.8% |
| YTD | -46.7% | +108.1% | -154.8% | -41.2% |
| 1Y | -59.5% | +313.8% | -373.2% | -52.5% |
| 3Y | -99.2% | +2,227.6% | -2,326.8% | -99.0% |
| All | -99.2% | +2,055.2% | -2,154.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling