+1,266.3%
NVDL vs ALC
+3.8%
+1,262.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.2% | -7.2% | -5.1% |
| 7D | -24.8% | -1.1% | -23.7% | -24.5% |
| 30D | -48.0% | +16.0% | -64.1% | -51.4% |
| 3M | -51.5% | +0.8% | -52.4% | -51.9% |
| 6M | -54.9% | +16.8% | -71.8% | -58.8% |
| YTD | -39.2% | -5.5% | -33.7% | -38.6% |
| 1Y | -41.1% | -5.3% | -35.9% | -40.9% |
| 3Y | +262.9% | +4.1% | +258.8% | +224.4% |
| All | +1,266.3% | +3.8% | +1,262.6% | +1,157.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling