+410.8%
NVT vs ALC
-17.4%
+428.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.2% |
| 7D | +7.0% | -5.3% | +12.3% | +8.9% |
| 30D | -2.3% | -7.1% | +4.7% | -0.1% |
| 3M | -3.1% | +0.8% | -3.9% | -4.2% |
| 6M | +47.0% | -16.0% | +63.0% | +55.1% |
| YTD | +56.2% | -12.7% | +69.0% | +62.0% |
| 1Y | +74.5% | -12.8% | +87.4% | +80.5% |
| 3Y | +184.0% | -15.8% | +199.9% | +191.3% |
| 5Y | +410.8% | -16.7% | +427.4% | +417.7% |
| All | +410.8% | -17.4% | +428.2% | +417.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling