+161.0%
DAL vs NVT
+131.3%
+29.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -1.1% | +8.0% | -9.1% | -3.8% |
| 30D | +12.8% | -24.8% | +37.6% | +23.1% |
| 3M | -5.3% | -32.4% | +27.2% | +7.1% |
| 6M | +22.4% | -33.5% | +55.8% | +37.4% |
| YTD | +25.6% | +13.2% | +12.4% | +8.5% |
| 1Y | +45.5% | +9.0% | +36.5% | +27.5% |
| 3Y | +161.0% | +129.4% | +31.6% | +39.4% |
| All | +161.0% | +131.3% | +29.6% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling