+400.4%
ALAB vs NVT
+123.1%
+277.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.6% | +7.2% | +7.1% |
| 7D | +7.2% | +5.1% | +2.1% | +2.3% |
| 30D | -2.5% | -3.7% | +1.2% | +1.0% |
| 3M | -13.3% | -10.1% | -3.2% | -1.3% |
| 6M | +172.8% | +37.5% | +135.4% | +106.0% |
| YTD | +86.6% | +53.7% | +32.9% | +26.1% |
| 1Y | +65.2% | +70.9% | -5.7% | +1.6% |
| All | +400.4% | +123.1% | +277.3% | +135.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling