+848.3%
NVDX vs ALC
-5.4%
+853.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.5% |
| 7D | -0.9% | -5.3% | +4.4% | +1.1% |
| 30D | +3.0% | -7.1% | +10.0% | +5.5% |
| 3M | +6.8% | +0.8% | +6.0% | +5.5% |
| 6M | +28.6% | -16.0% | +44.6% | +37.8% |
| YTD | +17.0% | -12.7% | +29.7% | +22.2% |
| 1Y | +27.0% | -12.8% | +39.8% | +31.9% |
| All | +848.3% | -5.4% | +853.7% | +829.3% |
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