-6.3%
NVTS vs ALC
-13.3%
+7.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.9% |
| 7D | +9.7% | -3.7% | +13.4% | +12.0% |
| 30D | -13.6% | -3.7% | -9.9% | -12.0% |
| 3M | -51.0% | +4.6% | -55.5% | -53.4% |
| 6M | +46.3% | -14.6% | +60.9% | +58.4% |
| YTD | +68.1% | -11.9% | +79.9% | +77.6% |
| 1Y | +113.9% | -13.1% | +127.0% | +126.4% |
| 3Y | +45.3% | -15.0% | +60.3% | +49.9% |
| All | -6.3% | -13.3% | +7.0% | -8.0% |
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