+2,490.2%
NVDL vs ALC
-7.5%
+2,497.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.2% |
| 7D | -10.3% | -6.3% | -4.0% | -7.6% |
| 30D | -7.1% | -10.3% | +3.1% | -2.6% |
| 3M | +6.6% | -0.7% | +7.3% | +5.5% |
| 6M | +21.1% | -17.8% | +38.9% | +31.7% |
| YTD | +15.2% | -15.8% | +31.0% | +22.8% |
| 1Y | +18.8% | -16.7% | +35.5% | +26.6% |
| 3Y | +649.9% | -19.7% | +669.6% | +715.1% |
| All | +2,490.2% | -7.5% | +2,497.7% | +2,417.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling