+3.6%
NVT vs ALK
-1.1%
+4.7%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +8.8% | -21.5% | -14.8% |
| 7D | -19.5% | +12.4% | -31.9% | -22.3% |
| 30D | -32.4% | +2.1% | -34.5% | -32.7% |
| 3M | -30.3% | -23.9% | -6.5% | -24.2% |
| 6M | -30.4% | +8.2% | -38.7% | -33.6% |
| YTD | +11.3% | -20.5% | +31.8% | +15.0% |
| 1Y | +3.6% | -1.0% | +4.6% | -1.9% |
| All | +3.6% | -1.1% | +4.7% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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