-25.3%
NVTS vs ALLY
-16.9%
-8.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.7% | -4.4% | -4.5% |
| 7D | +21.6% | -2.1% | +23.8% | +23.7% |
| 30D | -8.5% | +2.0% | -10.5% | -9.8% |
| 3M | -31.4% | -13.3% | -18.0% | -23.2% |
| 6M | -50.3% | -9.9% | -40.5% | -46.3% |
| YTD | +33.9% | -13.5% | +47.4% | +47.9% |
| 1Y | +10.6% | -2.8% | +13.5% | +11.3% |
| 3Y | +52.7% | +63.4% | -10.7% | -0.6% |
| 5Y | -48.5% | -10.9% | -37.6% | -43.1% |
| All | -25.3% | -16.9% | -8.4% | -11.1% |
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