-6.3%
NVTS vs ALK
-28.5%
+22.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +3.7% |
| 7D | +9.7% | +0.1% | +9.6% | +9.6% |
| 30D | -13.6% | -18.5% | +4.8% | -1.8% |
| 3M | -51.0% | -3.6% | -47.4% | -50.9% |
| 6M | +46.3% | -3.7% | +50.0% | +41.6% |
| YTD | +68.1% | -19.0% | +87.1% | +83.5% |
| 1Y | +113.9% | -36.0% | +149.9% | +173.0% |
| 3Y | +45.3% | +2.3% | +42.9% | +16.2% |
| All | -6.3% | -28.5% | +22.3% | +3.3% |
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