+37.5%
NVTS vs ALLE
+42.6%
-5.0%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.0% | +5.3% | +5.6% |
| 7D | +2.7% | -0.2% | +2.9% | +2.9% |
| 30D | -4.5% | -6.8% | +2.3% | +0.3% |
| 3M | -61.5% | +21.0% | -82.6% | -67.0% |
| 6M | +28.0% | +1.1% | +26.9% | +27.5% |
| YTD | +65.3% | -0.5% | +65.8% | +63.7% |
| 1Y | +113.0% | -7.3% | +120.2% | +123.8% |
| All | +37.5% | +42.6% | -5.0% | -15.3% |
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