+99.6%
DE vs NVT
+419.5%
-319.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.6% | -5.0% | -1.5% |
| 7D | -2.6% | +4.1% | -6.6% | -3.7% |
| 30D | +9.0% | -5.1% | +14.2% | +10.2% |
| 3M | +19.1% | -1.2% | +20.3% | +18.4% |
| 6M | +14.4% | +46.6% | -32.2% | +0.7% |
| YTD | +45.9% | +60.0% | -14.0% | +24.6% |
| 1Y | +43.6% | +70.8% | -27.2% | +18.8% |
| 3Y | +75.9% | +187.5% | -111.7% | +10.3% |
| All | +99.6% | +419.5% | -319.9% | -12.2% |
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