+3.6%
NVT vs ALC
+4.2%
-0.6%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +6.8% | -19.5% | -10.3% |
| 7D | -19.5% | +10.7% | -30.2% | -16.5% |
| 30D | -32.4% | +20.2% | -52.6% | -28.5% |
| 3M | -30.3% | +8.9% | -39.2% | -27.0% |
| 6M | -30.4% | +5.7% | -36.2% | -26.0% |
| YTD | +11.3% | -1.4% | +12.8% | +21.2% |
| 1Y | +3.6% | +4.7% | -1.1% | +11.8% |
| All | +3.6% | +4.2% | -0.6% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling