+43.0%
NVTS vs ALB
-29.2%
+72.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.4% | +10.8% | +9.2% |
| 7D | +2.7% | -8.1% | +10.8% | +8.1% |
| 30D | -4.5% | +6.3% | -10.7% | -9.1% |
| 3M | -61.5% | -23.6% | -38.0% | -54.0% |
| 6M | +28.0% | -24.6% | +52.6% | +56.6% |
| YTD | +65.3% | -10.3% | +75.5% | +81.4% |
| 1Y | +113.0% | +61.5% | +51.5% | +57.6% |
| All | +43.0% | -29.2% | +72.2% | +33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling