+505.8%
NVT vs ALK
-40.4%
+546.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.8% | +3.8% | +0.9% |
| 7D | +17.4% | +0.9% | +16.5% | +17.0% |
| 30D | -28.4% | +3.3% | -31.6% | -30.2% |
| 3M | -32.4% | -17.6% | -14.8% | -27.8% |
| 6M | -32.2% | +0.8% | -33.0% | -34.6% |
| YTD | +14.0% | -22.4% | +36.4% | +20.7% |
| 1Y | +4.3% | -10.1% | +14.3% | +3.2% |
| 3Y | +131.7% | +14.0% | +117.7% | +89.2% |
| 5Y | +232.4% | -29.8% | +262.2% | +229.6% |
| All | +505.8% | -40.4% | +546.2% | +483.3% |
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