-54.2%
NVD vs ALLE
-10.0%
-44.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.4% |
| 7D | +10.8% | -2.4% | +13.2% | +10.5% |
| 30D | +0.8% | -7.7% | +8.4% | 0.0% |
| 3M | -20.8% | +15.2% | -36.0% | -19.7% |
| 6M | -41.2% | +5.4% | -46.6% | -39.7% |
| YTD | -44.2% | -2.9% | -41.3% | -42.3% |
| 1Y | -54.2% | -12.8% | -41.4% | -52.8% |
| All | -54.2% | -10.0% | -44.1% | -52.8% |
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 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