-29.3%
DASH vs NVT
+226.5%
-255.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -4.5% | +8.0% | -12.5% | -7.2% |
| 30D | -6.8% | -24.8% | +18.0% | +1.4% |
| 3M | -20.7% | -32.4% | +11.7% | -10.9% |
| 6M | +15.1% | -33.5% | +48.5% | +27.6% |
| YTD | -24.3% | +13.2% | -37.5% | -37.6% |
| 1Y | -12.1% | +9.0% | -21.1% | -26.5% |
| 3Y | +91.1% | +129.4% | -38.3% | -12.2% |
| All | -29.3% | +226.5% | -255.9% | -79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling