-39.0%
NVTS vs ALC
-10.7%
-28.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +0.3% | +11.0% | +11.1% |
| 7D | +20.8% | +2.1% | +18.8% | +19.5% |
| 30D | -11.1% | +17.2% | -28.3% | -19.3% |
| 3M | -31.0% | +4.6% | -35.7% | -33.5% |
| 6M | -47.4% | +20.1% | -67.5% | -54.7% |
| YTD | +34.2% | -4.2% | +38.4% | +34.2% |
| 1Y | +22.2% | +2.1% | +20.1% | +15.6% |
| 3Y | +68.4% | +4.5% | +63.9% | +45.9% |
| 5Y | -39.0% | -12.3% | -26.7% | -46.4% |
| All | -39.0% | -10.7% | -28.3% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling