+34.3%
NVDL vs ACI
-29.4%
+63.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.3% | -0.7% | -5.1% |
| 7D | +7.3% | -2.6% | +9.9% | +6.3% |
| 30D | -0.7% | +1.1% | -1.8% | -0.2% |
| 3M | +9.5% | -23.6% | +33.1% | +0.3% |
| All | +34.3% | -29.4% | +63.7% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 6mo: compounded portfolio wealth divided by compounded ACI 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…
6mo analysis · Full analysis span regression · 6 months rolling