-32.7%
NVTS vs ALLY
-16.6%
-16.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.7% | +11.2% | +10.9% |
| 7D | +1.5% | +0.9% | +0.6% | +0.7% |
| 30D | -23.8% | +3.1% | -26.9% | -25.7% |
| 3M | -30.6% | -12.6% | -18.0% | -23.0% |
| 6M | -48.4% | -12.4% | -35.9% | -43.2% |
| YTD | +20.6% | -13.2% | +33.7% | +32.5% |
| 1Y | -2.5% | +1.8% | -4.4% | -6.1% |
| 3Y | +44.0% | +58.0% | -14.0% | -3.9% |
| 5Y | -42.6% | -8.4% | -34.2% | -38.1% |
| All | -32.7% | -16.6% | -16.2% | -20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling