-25.3%
NVTS vs ALK
-31.5%
+6.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.8% | -0.2% | -1.9% |
| 7D | +21.6% | +0.9% | +20.7% | +21.2% |
| 30D | -8.5% | +3.3% | -11.8% | -10.6% |
| 3M | -31.4% | -17.6% | -13.8% | -22.5% |
| 6M | -50.3% | +0.8% | -51.2% | -51.9% |
| YTD | +33.9% | -22.4% | +56.3% | +50.5% |
| 1Y | +10.6% | -10.1% | +20.7% | +12.0% |
| 3Y | +52.7% | +14.0% | +38.7% | +9.5% |
| 5Y | -48.5% | -29.8% | -18.7% | -42.1% |
| All | -25.3% | -31.5% | +6.2% | -15.3% |
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