+400.4%
ALAB vs NVTS
+148.4%
+252.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +6.3% | +3.4% | +8.7% |
| 7D | +7.2% | +2.7% | +4.5% | +6.8% |
| 30D | -2.5% | -4.5% | +1.9% | -1.9% |
| 3M | -13.3% | -61.5% | +48.2% | +0.2% |
| 6M | +172.8% | +28.0% | +144.8% | +163.8% |
| YTD | +86.6% | +65.3% | +21.3% | +74.2% |
| 1Y | +65.2% | +113.0% | -47.8% | +46.6% |
| All | +400.4% | +148.4% | +252.0% | +315.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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