+373.9%
NVDX vs ALC
+2.5%
+371.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.2% | -7.2% | -4.9% |
| 7D | -24.7% | -1.1% | -23.6% | -24.5% |
| 30D | -48.2% | +16.0% | -64.2% | -50.7% |
| 3M | -51.9% | +0.8% | -52.7% | -52.0% |
| 6M | -55.6% | +16.8% | -72.5% | -58.8% |
| YTD | -41.5% | -5.5% | -36.0% | -40.6% |
| 1Y | -44.0% | -5.3% | -38.7% | -43.4% |
| 3Y | +262.2% | +4.1% | +258.1% | +239.1% |
| All | +373.9% | +2.5% | +371.5% | +351.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling