+848.3%
NVDX vs ALM
+1,936.7%
-1,088.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | -1.4% |
| 7D | -0.9% | +3.6% | -4.5% | -1.5% |
| 30D | +3.0% | +33.8% | -30.8% | -1.0% |
| 3M | +6.8% | +14.8% | -8.0% | +4.2% |
| 6M | +28.6% | -7.0% | +35.6% | +27.1% |
| YTD | +17.0% | +108.1% | -91.1% | +8.3% |
| 1Y | +27.0% | +313.8% | -286.8% | +10.2% |
| All | +848.3% | +1,936.7% | -1,088.3% | +736.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling