+227.1%
NVT vs ALLE
+51.6%
+175.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.2% |
| 7D | +8.0% | +3.6% | +4.4% | +6.2% |
| 30D | -24.8% | +25.9% | -50.7% | -34.1% |
| 3M | -32.4% | +15.8% | -48.2% | -38.0% |
| 6M | -33.5% | +48.1% | -81.6% | -47.6% |
| YTD | +13.2% | +22.0% | -8.8% | -1.1% |
| 1Y | +9.0% | +18.0% | -9.1% | -2.9% |
| 3Y | +129.4% | +93.1% | +36.3% | +43.8% |
| All | +227.1% | +51.6% | +175.5% | +134.5% |
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