+389.7%
NVT vs ALC
+30.4%
+359.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.9% | -2.0% |
| 7D | +8.0% | -1.1% | +9.1% | +8.4% |
| 30D | -24.8% | +16.0% | -40.8% | -30.3% |
| 3M | -32.4% | +0.8% | -33.2% | -33.7% |
| 6M | -33.5% | +16.8% | -50.3% | -39.9% |
| YTD | +13.2% | -5.5% | +18.7% | +12.6% |
| 1Y | +9.0% | -5.3% | +14.2% | +8.0% |
| 3Y | +129.4% | +4.1% | +125.3% | +107.2% |
| 5Y | +230.1% | -7.1% | +237.1% | +212.4% |
| All | +389.7% | +30.4% | +359.3% | +245.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling