+410.8%
NVT vs ALLY
-1.1%
+411.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.0% |
| 7D | +7.0% | -1.9% | +8.9% | +7.8% |
| 30D | -2.3% | -4.5% | +2.1% | -0.6% |
| 3M | -3.1% | -2.8% | -0.2% | -2.1% |
| 6M | +47.0% | +10.3% | +36.7% | +40.3% |
| YTD | +56.2% | -5.7% | +61.9% | +58.7% |
| 1Y | +74.5% | +3.9% | +70.6% | +69.8% |
| 3Y | +184.0% | +64.7% | +119.3% | +131.2% |
| 5Y | +410.8% | -2.6% | +413.4% | +389.0% |
| All | +410.8% | -1.1% | +411.9% | +389.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling