-21.3%
NVTS vs ALB
-57.2%
+35.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.1% | +6.3% | +6.6% |
| 7D | +7.9% | +1.1% | +6.9% | +6.6% |
| 30D | +0.8% | -2.6% | +3.4% | +2.6% |
| 3M | -26.0% | -25.6% | -0.4% | -10.3% |
| 6M | -55.5% | -54.0% | -1.5% | -24.3% |
| YTD | +41.0% | -31.6% | +72.6% | +85.6% |
| 1Y | +10.4% | -6.6% | +17.0% | +15.2% |
| 3Y | +60.9% | -14.0% | +74.9% | +51.5% |
| 5Y | -42.8% | -62.5% | +19.8% | -17.3% |
| All | -21.3% | -57.2% | +35.9% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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