+60.2%
DAL vs NVT
+732.7%
-672.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.2% | -5.7% | -4.0% |
| 7D | +3.4% | +10.4% | -7.0% | -2.7% |
| 30D | -13.6% | -1.3% | -12.3% | -13.5% |
| 3M | +1.2% | -0.6% | +1.8% | -1.1% |
| 6M | +34.5% | +53.8% | -19.3% | -2.2% |
| YTD | +14.7% | +60.2% | -45.5% | -19.5% |
| 1Y | +29.2% | +76.8% | -47.5% | -16.2% |
| 3Y | +100.0% | +191.2% | -91.3% | -15.8% |
| 5Y | +106.3% | +430.9% | -324.6% | -45.4% |
| All | +60.2% | +732.7% | -672.5% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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