-4.5%
DASH vs NVT
+414.5%
-419.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.7% | -7.0% | -1.8% |
| 7D | -4.8% | -7.5% | +2.7% | -3.4% |
| 30D | -7.9% | -31.5% | +23.6% | +3.0% |
| 3M | -16.3% | -30.4% | +14.1% | -8.0% |
| 6M | +10.4% | -32.5% | +42.9% | +20.6% |
| YTD | -20.1% | +12.9% | -33.0% | -32.3% |
| 1Y | -11.4% | +3.7% | -15.2% | -22.3% |
| 3Y | +114.1% | +135.8% | -21.7% | +13.1% |
| 5Y | -5.8% | +232.7% | -238.4% | -61.5% |
| All | -4.5% | +414.5% | -419.0% | -56.8% |
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