+717.0%
NVT vs ALK
-35.9%
+752.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.0% | +1.9% |
| 7D | +5.1% | -0.7% | +5.7% | +5.4% |
| 30D | -3.7% | -19.2% | +15.5% | +5.1% |
| 3M | -10.1% | -1.5% | -8.6% | -10.7% |
| 6M | +37.5% | -13.1% | +50.5% | +41.6% |
| YTD | +53.7% | -16.4% | +70.2% | +59.9% |
| 1Y | +70.9% | -33.1% | +103.9% | +94.0% |
| 3Y | +180.4% | +0.6% | +179.8% | +147.0% |
| 5Y | +393.5% | -26.4% | +419.9% | +384.7% |
| All | +717.0% | -35.9% | +752.9% | +672.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling