+2,622.7%
NVDL vs ALLE
+39.0%
+2,583.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -0.4% |
| 7D | -0.8% | -2.2% | +1.3% | +0.3% |
| 30D | +3.4% | -8.3% | +11.7% | +8.0% |
| 3M | +8.1% | +16.3% | -8.1% | -0.9% |
| 6M | +31.9% | +1.8% | +30.1% | +29.8% |
| YTD | +21.1% | -3.9% | +25.1% | +21.1% |
| 1Y | +34.0% | -10.0% | +44.1% | +38.6% |
| 3Y | +677.9% | +45.8% | +632.1% | +453.9% |
| All | +2,622.7% | +39.0% | +2,583.7% | +1,870.2% |
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