+191.2%
NVT vs ALK
+1.7%
+189.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.1% | +7.3% | +5.2% |
| 7D | +10.4% | +0.1% | +10.2% | +10.2% |
| 30D | -1.3% | -18.5% | +17.2% | +5.1% |
| 3M | -0.6% | -3.6% | +2.9% | -0.4% |
| 6M | +53.8% | -3.7% | +57.5% | +52.1% |
| YTD | +60.2% | -19.0% | +79.2% | +66.7% |
| 1Y | +76.8% | -36.0% | +112.8% | +97.4% |
| 3Y | +191.2% | +2.3% | +188.9% | +161.8% |
| All | +191.2% | +1.7% | +189.6% | +161.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling