-98.8%
NVD vs ALLE
+84.4%
-183.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.8% | +5.9% | +9.6% |
| 7D | +23.8% | -0.6% | +24.4% | +23.5% |
| 30D | +57.0% | +26.6% | +30.4% | +70.6% |
| 3M | +41.6% | +13.2% | +28.4% | +46.9% |
| 6M | +17.6% | +42.9% | -25.3% | +35.9% |
| YTD | -21.4% | +21.0% | -42.4% | -14.6% |
| 1Y | -23.3% | +15.2% | -38.4% | -19.0% |
| 3Y | -98.7% | +95.6% | -194.3% | -97.9% |
| All | -98.8% | +84.4% | -183.1% | -98.1% |
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