+489.9%
NVT vs ALLE
+148.2%
+341.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.4% |
| 7D | -13.0% | +0.1% | -13.1% | -12.9% |
| 30D | -32.7% | +25.9% | -58.6% | -43.0% |
| 3M | -30.6% | +14.9% | -45.5% | -37.6% |
| 6M | -33.6% | +42.1% | -75.7% | -49.0% |
| YTD | +11.0% | +20.4% | -9.4% | -5.7% |
| 1Y | +0.8% | +14.9% | -14.1% | -11.6% |
| 3Y | +125.7% | +90.1% | +35.6% | +33.9% |
| 5Y | +231.1% | +53.0% | +178.2% | +125.8% |
| All | +489.9% | +148.2% | +341.8% | +180.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling