+651.2%
NVDL vs ALM
+1,934.4%
-1,283.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -9.6% | +4.9% | -3.6% |
| 7D | -8.7% | -7.1% | -1.6% | -8.0% |
| 30D | -1.3% | +24.7% | -26.0% | -3.8% |
| 3M | +11.4% | +8.3% | +3.1% | +9.8% |
| 6M | +22.9% | -22.2% | +45.1% | +23.7% |
| YTD | +15.4% | +88.1% | -72.7% | +9.4% |
| 1Y | +18.8% | +272.4% | -253.6% | +7.0% |
| All | +651.2% | +1,934.4% | -1,283.1% | +588.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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