+489.9%
NVT vs ALLY
+75.3%
+414.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -0.6% |
| 7D | -13.0% | -0.7% | -12.3% | -12.9% |
| 30D | -32.7% | +1.1% | -33.8% | -33.4% |
| 3M | -30.6% | -13.2% | -17.4% | -26.1% |
| 6M | -33.6% | -13.5% | -20.2% | -29.5% |
| YTD | +11.0% | -14.3% | +25.3% | +17.9% |
| 1Y | +0.8% | -1.1% | +1.9% | -0.4% |
| 3Y | +125.7% | +62.0% | +63.7% | +69.4% |
| 5Y | +231.1% | -9.6% | +240.8% | +216.1% |
| All | +489.9% | +75.3% | +414.6% | +237.2% |
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