-6.3%
NVTS vs ALLY
-8.4%
+2.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +5.0% | +4.3% |
| 7D | +9.7% | +1.0% | +8.7% | +8.6% |
| 30D | -13.6% | -3.3% | -10.3% | -11.4% |
| 3M | -51.0% | +0.5% | -51.4% | -51.1% |
| 6M | +46.3% | +12.6% | +33.8% | +30.6% |
| YTD | +68.1% | -4.7% | +72.7% | +71.8% |
| 1Y | +113.9% | +5.2% | +108.7% | +101.8% |
| 3Y | +45.3% | +66.5% | -21.2% | -7.1% |
| All | -6.3% | -8.4% | +2.2% | +3.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling