-10.8%
NVTS vs ALLE
+18.6%
-29.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.8% | +7.2% | +8.7% |
| 7D | -0.3% | +6.7% | -7.0% | -1.5% |
| 30D | -24.4% | +25.4% | -49.8% | -28.0% |
| 3M | -26.5% | +16.9% | -43.4% | -28.7% |
| 6M | -41.4% | +46.6% | -88.0% | -47.1% |
| YTD | +30.7% | +22.4% | +8.3% | +27.6% |
| 1Y | -10.8% | +17.7% | -28.5% | -14.6% |
| All | -10.8% | +18.6% | -29.4% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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