-30.2%
NVD vs ALLE
+18.6%
-48.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.8% | +4.7% | +6.4% |
| 7D | +15.0% | +6.7% | +8.3% | +15.0% |
| 30D | +39.3% | +25.4% | +13.9% | +40.3% |
| 3M | +3.1% | +16.9% | -13.8% | +3.0% |
| 6M | -19.0% | +46.6% | -65.5% | -16.1% |
| YTD | -35.5% | +22.4% | -57.9% | -32.4% |
| 1Y | -30.2% | +17.7% | -47.9% | -25.6% |
| All | -30.2% | +18.6% | -48.8% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling