+70.8%
NVT vs ALC
-14.7%
+85.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +4.6% |
| 7D | +4.1% | -6.3% | +10.4% | +3.7% |
| 30D | -5.1% | -10.3% | +5.1% | -5.6% |
| 3M | -1.2% | -0.7% | -0.4% | -1.9% |
| 6M | +46.6% | -17.8% | +64.4% | +50.0% |
| YTD | +60.0% | -15.8% | +75.8% | +64.6% |
| 1Y | +70.8% | -16.7% | +87.5% | +80.4% |
| All | +70.8% | -14.7% | +85.5% | +80.4% |
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