+750.3%
NVT vs ALLY
+94.0%
+656.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.9% | +4.8% |
| 7D | +4.1% | -3.8% | +7.9% | +6.0% |
| 30D | -5.1% | -4.9% | -0.2% | -2.9% |
| 3M | -1.2% | -2.6% | +1.4% | -0.2% |
| 6M | +46.6% | +15.7% | +30.8% | +35.1% |
| YTD | +60.0% | -5.2% | +65.1% | +62.5% |
| 1Y | +70.8% | +2.8% | +68.0% | +65.7% |
| 3Y | +187.5% | +63.4% | +124.1% | +115.0% |
| 5Y | +426.1% | -2.6% | +428.7% | +385.4% |
| All | +750.3% | +94.0% | +656.2% | +364.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling