+453.3%
DE vs NVT
+712.1%
-258.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.4% |
| 7D | -3.0% | +7.0% | -10.0% | -5.7% |
| 30D | +11.1% | -2.3% | +13.5% | +11.6% |
| 3M | +17.6% | -3.1% | +20.7% | +17.2% |
| 6M | +13.6% | +47.0% | -33.4% | -5.9% |
| YTD | +46.3% | +56.2% | -9.9% | +17.3% |
| 1Y | +44.2% | +74.5% | -30.4% | +8.5% |
| 3Y | +76.6% | +184.0% | -107.4% | -2.9% |
| 5Y | +98.2% | +410.8% | -312.5% | -22.6% |
| All | +453.3% | +712.1% | -258.8% | +64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling