-20.5%
DASH vs NVTS
-36.0%
+15.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.4% | +5.8% | +0.1% |
| 7D | -4.5% | +3.9% | -8.5% | -5.0% |
| 30D | -6.8% | -4.3% | -2.5% | -6.8% |
| 3M | -20.7% | -34.5% | +13.8% | -17.9% |
| 6M | +15.1% | -57.7% | +72.8% | +21.8% |
| YTD | -24.3% | +25.4% | -49.6% | -32.3% |
| 1Y | -12.1% | +13.1% | -25.3% | -20.8% |
| 3Y | +91.1% | +48.9% | +42.1% | +43.6% |
| 5Y | -30.3% | -51.8% | +21.5% | -38.6% |
| All | -20.5% | -36.0% | +15.5% | -43.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling