-26.7%
NVTS vs ALC
-7.1%
-19.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.3% |
| 7D | +9.6% | +2.3% | +7.2% | +8.3% |
| 30D | -13.0% | +15.5% | -28.5% | -20.4% |
| 3M | -28.8% | +0.6% | -29.4% | -29.7% |
| 6M | -48.5% | +18.4% | -66.8% | -55.3% |
| YTD | +31.4% | -5.6% | +36.9% | +32.4% |
| 1Y | -2.3% | 0.0% | -2.3% | -6.5% |
| 3Y | +49.8% | +2.8% | +47.0% | +31.0% |
| 5Y | -43.2% | -8.8% | -34.4% | -47.3% |
| All | -26.7% | -7.1% | -19.7% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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