+373.9%
NVDX vs ALM
+813.3%
-439.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +7.7% | -11.8% | -5.2% |
| 7D | -24.7% | +1.2% | -26.0% | -24.9% |
| 30D | -48.2% | -19.3% | -28.8% | -46.4% |
| 3M | -51.9% | -40.6% | -11.2% | -48.2% |
| 6M | -55.6% | -57.9% | +2.3% | -50.7% |
| YTD | -41.5% | -6.7% | -34.8% | -39.6% |
| 1Y | -44.0% | +20.2% | -64.2% | -43.4% |
| 3Y | +262.2% | +879.4% | -617.2% | +258.2% |
| All | +373.9% | +813.3% | -439.4% | +366.7% |
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