-99.2%
NVD vs ALLE
+51.5%
-150.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -0.9% |
| 7D | -11.1% | -0.2% | -10.9% | -11.1% |
| 30D | -13.3% | -6.8% | -6.5% | -15.7% |
| 3M | -19.8% | +21.0% | -40.9% | -12.2% |
| 6M | -48.8% | +1.1% | -49.9% | -47.8% |
| YTD | -49.7% | -0.5% | -49.1% | -48.8% |
| 1Y | -61.4% | -7.3% | -54.1% | -62.3% |
| 3Y | -99.1% | +42.3% | -141.4% | -98.8% |
| All | -99.2% | +51.5% | -150.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling