-23.9%
NVDX vs ALM
+44.8%
-68.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.2% | -7.3% | -6.5% |
| 7D | -14.1% | -6.4% | -7.7% | -12.5% |
| 30D | -31.3% | -35.0% | +3.6% | -23.3% |
| 3M | -16.2% | -33.8% | +17.6% | -7.3% |
| 6M | -11.9% | -55.0% | +43.1% | +4.5% |
| YTD | -9.4% | -0.2% | -9.2% | -9.0% |
| 1Y | -23.9% | +41.8% | -65.6% | -30.8% |
| All | -23.9% | +44.8% | -68.7% | -30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling