-99.2%
NVD vs ALLE
+46.3%
-145.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.8% | +4.6% | +0.7% |
| 7D | +0.5% | -2.2% | +2.7% | -0.4% |
| 30D | -9.3% | -8.3% | -0.9% | -12.5% |
| 3M | -22.1% | +16.3% | -38.3% | -16.1% |
| 6M | -45.8% | +1.8% | -47.6% | -44.6% |
| YTD | -46.7% | -3.9% | -42.8% | -46.6% |
| 1Y | -59.5% | -10.0% | -49.4% | -60.9% |
| 3Y | -99.2% | +45.8% | -145.0% | -98.8% |
| All | -99.2% | +46.3% | -145.5% | -98.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling