-48.4%
NVTS vs ALLE
+39.2%
-87.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.9% | +10.5% | +9.5% |
| 7D | +1.5% | -0.6% | +2.1% | +1.8% |
| 30D | -23.8% | +25.3% | -49.1% | -23.4% |
| 3M | -30.6% | +10.3% | -40.8% | -30.7% |
| 6M | -48.4% | +38.0% | -86.4% | -43.6% |
| All | -48.4% | +39.2% | -87.6% | -43.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling