-10.8%
NVTS vs ALLY
+4.2%
-15.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.8% | +5.2% | +6.8% |
| 7D | -0.3% | +2.4% | -2.7% | -1.6% |
| 30D | -24.4% | +5.6% | -30.0% | -26.7% |
| 3M | -26.5% | -11.7% | -14.8% | -21.2% |
| 6M | -41.4% | -7.0% | -34.4% | -39.5% |
| YTD | +30.7% | -10.4% | +41.1% | +44.6% |
| 1Y | -10.8% | +2.4% | -13.2% | -13.4% |
| All | -10.8% | +4.2% | -15.0% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1y: compounded portfolio wealth divided by compounded ALLY 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…
1y analysis · Full analysis span regression · 6 months rolling