+592.2%
NVT vs ALC
+16.1%
+576.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +5.0% |
| 7D | +4.1% | -6.3% | +10.4% | +7.2% |
| 30D | -5.1% | -10.3% | +5.1% | -0.6% |
| 3M | -1.2% | -0.7% | -0.4% | -2.1% |
| 6M | +46.6% | -17.8% | +64.4% | +58.1% |
| YTD | +60.0% | -15.8% | +75.8% | +69.8% |
| 1Y | +70.8% | -16.7% | +87.5% | +81.5% |
| 3Y | +187.5% | -19.7% | +207.3% | +201.7% |
| 5Y | +426.1% | -19.8% | +445.9% | +440.8% |
| All | +592.2% | +16.1% | +576.0% | +421.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling