-7.8%
NVTS vs ALLE
+23.9%
-31.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.0% | +5.3% | +5.5% |
| 7D | +2.7% | -0.2% | +2.9% | +3.0% |
| 30D | -4.5% | -6.8% | +2.3% | +1.3% |
| 3M | -61.5% | +21.0% | -82.6% | -68.0% |
| 6M | +28.0% | +1.1% | +26.9% | +25.8% |
| YTD | +65.3% | -0.5% | +65.8% | +61.9% |
| 1Y | +113.0% | -7.3% | +120.2% | +121.8% |
| 3Y | +34.7% | +42.3% | -7.6% | -8.2% |
| All | -7.8% | +23.9% | -31.8% | -31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling