-98.3%
NVD vs ALLE
+94.0%
-192.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.0% | +2.9% | +4.2% |
| 7D | +28.6% | +3.6% | +25.1% | +30.0% |
| 30D | +73.6% | +25.9% | +47.7% | +86.7% |
| 3M | +70.1% | +15.8% | +54.3% | +77.3% |
| 6M | +53.6% | +48.1% | +5.5% | +78.1% |
| YTD | -7.0% | +22.0% | -29.0% | +0.8% |
| 1Y | -9.0% | +18.0% | -27.0% | -3.2% |
| 3Y | -98.3% | +93.1% | -191.4% | -97.6% |
| All | -98.3% | +94.0% | -192.3% | -97.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling