+3.6%
NVT vs ALLE
+18.6%
-15.0%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +1.8% | -14.5% | -12.7% |
| 7D | -19.5% | +6.7% | -26.1% | -19.6% |
| 30D | -32.4% | +25.4% | -57.8% | -33.2% |
| 3M | -30.3% | +16.9% | -47.3% | -30.2% |
| 6M | -30.4% | +46.6% | -77.0% | -34.2% |
| YTD | +11.3% | +22.4% | -11.1% | +5.9% |
| 1Y | +3.6% | +17.7% | -14.2% | +0.9% |
| All | +3.6% | +18.6% | -15.0% | +0.9% |
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