+717.0%
NVT vs ALLY
+101.7%
+615.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.4% |
| 7D | +5.1% | +3.7% | +1.4% | +3.2% |
| 30D | -3.7% | -2.3% | -1.5% | -2.7% |
| 3M | -10.1% | +3.8% | -14.0% | -12.0% |
| 6M | +37.5% | +9.7% | +27.7% | +30.3% |
| YTD | +53.7% | -1.4% | +55.1% | +53.3% |
| 1Y | +70.9% | +8.2% | +62.6% | +61.7% |
| 3Y | +180.4% | +66.5% | +113.9% | +107.9% |
| 5Y | +393.5% | +1.2% | +392.3% | +347.2% |
| All | +717.0% | +101.7% | +615.3% | +338.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling