+410.8%
NVT vs ALK
-28.1%
+438.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.5% | -2.1% |
| 7D | +7.0% | -3.0% | +10.0% | +8.1% |
| 30D | -2.3% | -14.6% | +12.3% | +3.0% |
| 3M | -3.1% | -10.6% | +7.5% | -0.1% |
| 6M | +47.0% | -6.7% | +53.7% | +47.0% |
| YTD | +56.2% | -19.8% | +76.0% | +63.9% |
| 1Y | +74.5% | -35.2% | +109.7% | +96.7% |
| 3Y | +184.0% | +1.4% | +182.6% | +155.0% |
| 5Y | +410.8% | -30.7% | +441.4% | +415.0% |
| All | +410.8% | -28.1% | +438.9% | +415.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling