-7.8%
NVTS vs ALB
-43.9%
+36.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.4% | +10.8% | +9.4% |
| 7D | +2.7% | -8.1% | +10.8% | +8.4% |
| 30D | -4.5% | +6.3% | -10.7% | -9.3% |
| 3M | -61.5% | -23.6% | -38.0% | -53.5% |
| 6M | +28.0% | -24.6% | +52.6% | +57.8% |
| YTD | +65.3% | -10.3% | +75.5% | +80.6% |
| 1Y | +113.0% | +61.5% | +51.5% | +51.1% |
| 3Y | +34.7% | -34.0% | +68.7% | +55.2% |
| All | -7.8% | -43.9% | +36.1% | +9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling