+730.1%
NVT vs ALLE
+98.0%
+632.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.3% | -0.6% |
| 7D | +7.0% | -2.2% | +9.2% | +8.6% |
| 30D | -2.3% | -8.3% | +6.0% | +3.4% |
| 3M | -3.1% | +16.3% | -19.3% | -13.6% |
| 6M | +47.0% | +1.8% | +45.2% | +43.0% |
| YTD | +56.2% | -3.9% | +60.2% | +56.4% |
| 1Y | +74.5% | -10.0% | +84.6% | +82.3% |
| 3Y | +184.0% | +45.8% | +138.2% | +104.6% |
| 5Y | +410.8% | +13.3% | +397.5% | +333.9% |
| All | +730.1% | +98.0% | +632.1% | +364.6% |
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 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