-30.1%
NVTS vs ALC
-7.0%
-23.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.2% | -9.6% | -8.1% |
| 7D | +3.9% | -1.1% | +5.0% | +4.4% |
| 30D | -4.3% | +16.0% | -20.4% | -12.7% |
| 3M | -34.5% | +0.8% | -35.3% | -35.5% |
| 6M | -57.7% | +16.8% | -74.6% | -62.9% |
| YTD | +25.4% | -5.5% | +30.8% | +26.0% |
| 1Y | +13.1% | -5.3% | +18.4% | +13.0% |
| 3Y | +48.9% | +4.1% | +44.8% | +28.3% |
| 5Y | -51.8% | -7.1% | -44.7% | -55.0% |
| All | -30.1% | -7.0% | -23.1% | -34.7% |
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