-9.4%
NVTS vs ALC
-14.1%
+4.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -2.7% |
| 7D | +3.5% | -5.3% | +8.8% | +6.7% |
| 30D | -11.9% | -7.1% | -4.9% | -8.3% |
| 3M | -49.2% | +0.8% | -50.0% | -50.5% |
| 6M | +38.4% | -16.0% | +54.4% | +51.5% |
| YTD | +62.5% | -12.7% | +75.2% | +72.7% |
| 1Y | +101.4% | -12.8% | +114.2% | +112.4% |
| 3Y | +40.4% | -15.8% | +56.3% | +45.8% |
| All | -9.4% | -14.1% | +4.7% | -10.5% |
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