-7.0%
DASH vs NVTS
-42.8%
+35.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.5% | -9.7% | -1.1% |
| 7D | +0.4% | +1.5% | -1.2% | +0.1% |
| 30D | -6.0% | -23.8% | +17.8% | -3.8% |
| 3M | -15.8% | -30.6% | +14.8% | -13.3% |
| 6M | +7.0% | -48.4% | +55.3% | +9.8% |
| YTD | -20.7% | +20.6% | -41.3% | -28.7% |
| 1Y | -8.5% | -2.5% | -6.0% | -16.4% |
| 3Y | +101.8% | +44.0% | +57.8% | +52.2% |
| All | -7.0% | -42.8% | +35.8% | -24.4% |
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