+651.2%
NVDL vs ALC
-18.5%
+669.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.7% | -2.0% | -3.7% |
| 7D | -8.7% | -7.7% | -1.0% | -6.1% |
| 30D | -1.3% | -11.7% | +10.4% | +2.9% |
| 3M | +11.4% | +0.7% | +10.7% | +9.8% |
| 6M | +22.9% | -17.1% | +40.0% | +31.7% |
| YTD | +15.4% | -15.1% | +30.6% | +21.6% |
| 1Y | +18.8% | -14.1% | +32.9% | +23.4% |
| All | +651.2% | -18.5% | +669.7% | +724.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling