+750.3%
NVT vs ALK
-37.2%
+787.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.6% | +2.0% | +3.5% |
| 7D | +4.1% | -2.1% | +6.2% | +5.0% |
| 30D | -5.1% | -13.1% | +8.0% | +0.4% |
| 3M | -1.2% | -11.8% | +10.6% | +3.2% |
| 6M | +46.6% | -0.4% | +47.0% | +42.4% |
| YTD | +60.0% | -18.2% | +78.2% | +67.8% |
| 1Y | +70.8% | -35.5% | +106.3% | +97.0% |
| 3Y | +187.5% | +1.8% | +185.7% | +151.4% |
| 5Y | +426.1% | -26.6% | +452.8% | +416.8% |
| All | +750.3% | -37.2% | +787.5% | +711.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling