+129.4%
NVT vs ALC
+4.4%
+125.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.9% | -1.0% |
| 7D | +8.0% | -1.1% | +9.1% | +8.1% |
| 30D | -24.8% | +16.0% | -40.8% | -26.6% |
| 3M | -32.4% | +0.8% | -33.2% | -32.3% |
| 6M | -33.5% | +16.8% | -50.3% | -36.2% |
| YTD | +13.2% | -5.5% | +18.7% | +15.5% |
| 1Y | +9.0% | -5.3% | +14.2% | +10.9% |
| 3Y | +129.4% | +4.1% | +125.3% | +125.6% |
| All | +129.4% | +4.4% | +125.0% | +125.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling