+369.5%
ALAB vs NVT
+132.2%
+237.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.6% | -2.3% | -2.3% |
| 7D | -6.2% | +4.1% | -10.2% | -10.5% |
| 30D | -8.7% | -5.1% | -3.5% | -4.4% |
| 3M | -20.7% | -1.2% | -19.6% | -18.7% |
| 6M | +133.5% | +46.6% | +86.9% | +64.9% |
| YTD | +75.1% | +60.0% | +15.1% | +12.9% |
| 1Y | +25.0% | +70.8% | -45.8% | -23.8% |
| All | +369.5% | +132.2% | +237.3% | +111.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 10y: compounded portfolio wealth divided by compounded NVT 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…
10y analysis · Full analysis span regression · 6 months rolling