-55.6%
NVTS vs ALK
-31.3%
-24.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.5% | -4.9% | -5.4% |
| 7D | +3.9% | -1.2% | +5.1% | +5.0% |
| 30D | -4.3% | +7.7% | -12.0% | -9.3% |
| 3M | -34.5% | -19.0% | -15.5% | -25.0% |
| 6M | -57.7% | -0.2% | -57.5% | -58.8% |
| YTD | +25.4% | -23.5% | +48.8% | +42.4% |
| 1Y | +13.1% | -9.1% | +22.3% | +13.4% |
| 3Y | +48.9% | +12.0% | +36.9% | +6.8% |
| All | -55.6% | -31.3% | -24.3% | -53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling