+59.1%
NVTS vs ALLE
+92.1%
-33.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.5% | -4.7% |
| 7D | +21.6% | +1.6% | +20.1% | +20.7% |
| 30D | -8.5% | +24.1% | -32.6% | -20.0% |
| 3M | -31.4% | +14.8% | -46.2% | -36.9% |
| 6M | -50.3% | +45.9% | -96.2% | -61.7% |
| YTD | +33.9% | +20.7% | +13.1% | +17.8% |
| 1Y | +10.6% | +14.2% | -3.5% | +1.8% |
| All | +59.1% | +92.1% | -33.0% | -4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling