-9.4%
NVTS vs ALB
-44.0%
+34.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.8% | -0.5% | -1.4% |
| 7D | +3.5% | -8.6% | +12.1% | +9.7% |
| 30D | -11.9% | -4.0% | -7.9% | -10.3% |
| 3M | -49.2% | -17.4% | -31.9% | -42.2% |
| 6M | +38.4% | -25.4% | +63.8% | +71.8% |
| YTD | +62.5% | -10.5% | +73.0% | +77.9% |
| 1Y | +101.4% | +75.8% | +25.6% | +36.3% |
| 3Y | +40.4% | -28.5% | +69.0% | +52.7% |
| All | -9.4% | -44.0% | +34.7% | +7.7% |
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