+70.9%
NVT vs ALLY
+9.5%
+61.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | +5.1% | +3.7% | +1.4% | +3.6% |
| 30D | -3.7% | -2.3% | -1.5% | -2.9% |
| 3M | -10.1% | +3.8% | -14.0% | -11.8% |
| 6M | +37.5% | +9.7% | +27.7% | +31.1% |
| YTD | +53.7% | -1.4% | +55.1% | +52.4% |
| 1Y | +70.9% | +8.2% | +62.6% | +63.3% |
| All | +70.9% | +9.5% | +61.4% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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