+430.9%
NVT vs ALLE
+17.0%
+413.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.6% |
| 7D | +10.4% | +2.8% | +7.6% | +8.7% |
| 30D | -1.3% | -7.6% | +6.3% | +3.1% |
| 3M | -0.6% | +22.8% | -23.4% | -12.8% |
| 6M | +53.8% | +4.6% | +49.2% | +48.3% |
| YTD | +60.2% | -1.2% | +61.4% | +58.1% |
| 1Y | +76.8% | -9.1% | +85.9% | +83.6% |
| 3Y | +191.2% | +50.0% | +141.3% | +112.9% |
| 5Y | +430.9% | +15.2% | +415.7% | +358.0% |
| All | +430.9% | +17.0% | +413.9% | +358.0% |
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