-25.2%
NVTS vs ALK
-26.9%
+1.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +7.1% | +4.2% | +6.6% |
| 7D | +20.8% | +8.9% | +11.9% | +14.8% |
| 30D | -11.1% | +5.9% | -17.1% | -14.5% |
| 3M | -31.0% | -16.5% | -14.5% | -22.7% |
| 6M | -47.4% | +2.1% | -49.5% | -49.7% |
| YTD | +34.2% | -17.1% | +51.3% | +44.5% |
| 1Y | +22.2% | -2.9% | +25.1% | +17.2% |
| 3Y | +68.4% | +24.5% | +43.9% | +13.5% |
| 5Y | -39.0% | -29.1% | -9.9% | -33.0% |
| All | -25.2% | -26.9% | +1.7% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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