+113.0%
DAL vs NVTS
-48.0%
+161.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.1% | -0.2% | -4.8% |
| 7D | +1.4% | +21.6% | -20.2% | -0.4% |
| 30D | +9.1% | -8.5% | +17.6% | +9.6% |
| 3M | -3.5% | -31.4% | +27.9% | -0.9% |
| 6M | +23.4% | -50.3% | +73.7% | +28.1% |
| YTD | +26.0% | +33.9% | -7.8% | +16.7% |
| 1Y | +44.6% | +10.6% | +34.0% | +35.9% |
| 3Y | +162.7% | +52.7% | +110.0% | +119.5% |
| 5Y | +113.0% | -48.5% | +161.5% | +76.2% |
| All | +113.0% | -48.0% | +161.0% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 5y: compounded portfolio wealth divided by compounded NVTS 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…
5y analysis · Full analysis span regression · 6 months rolling