+2,672.5%
NVDL vs ACI
-35.4%
+2,708.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.3% | -0.7% | -5.2% |
| 7D | +7.3% | -2.6% | +9.9% | +6.2% |
| 30D | -0.7% | +1.1% | -1.8% | 0.0% |
| 3M | +9.5% | -23.6% | +33.1% | +1.0% |
| 6M | +41.6% | -29.9% | +71.6% | +27.6% |
| YTD | +23.3% | -26.9% | +50.2% | +13.8% |
| 1Y | +40.3% | -34.2% | +74.5% | +27.4% |
| 3Y | +692.2% | -43.6% | +735.8% | +555.7% |
| All | +2,672.5% | -35.4% | +2,708.0% | +2,193.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling