+43.0%
NVTS vs ALLY
+74.0%
-31.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +6.0% | +6.1% |
| 7D | +2.7% | +3.7% | -1.0% | -0.1% |
| 30D | -4.5% | -2.3% | -2.2% | -2.9% |
| 3M | -61.5% | +3.8% | -65.4% | -62.5% |
| 6M | +28.0% | +9.7% | +18.3% | +17.4% |
| YTD | +65.3% | -1.4% | +66.7% | +65.3% |
| 1Y | +113.0% | +8.2% | +104.8% | +97.1% |
| All | +43.0% | +74.0% | -31.0% | -5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling