-25.2%
NVTS vs ALLE
+50.8%
-76.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +2.8% | +8.5% | +9.1% |
| 7D | +20.8% | -0.6% | +21.4% | +21.9% |
| 30D | -11.1% | +26.6% | -37.7% | -26.9% |
| 3M | -31.0% | +13.2% | -44.2% | -37.9% |
| 6M | -47.4% | +42.9% | -90.2% | -61.8% |
| YTD | +34.2% | +21.0% | +13.1% | +11.5% |
| 1Y | +22.2% | +15.2% | +7.0% | +5.9% |
| 3Y | +68.4% | +95.6% | -27.2% | -13.4% |
| 5Y | -39.0% | +53.4% | -92.4% | -61.7% |
| All | -25.2% | +50.8% | -76.0% | -52.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling