+1,145.9%
DELL vs NVT
+419.5%
+726.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +4.6% | +7.3% | +8.9% |
| 7D | +8.2% | +4.1% | +4.2% | +5.6% |
| 30D | +17.1% | -5.1% | +22.2% | +21.1% |
| 3M | +45.2% | -1.2% | +46.3% | +45.1% |
| 6M | +286.8% | +46.6% | +240.2% | +197.9% |
| YTD | +354.8% | +60.0% | +294.8% | +226.8% |
| 1Y | +358.3% | +70.8% | +287.5% | +213.3% |
| 3Y | +724.9% | +187.5% | +537.4% | +282.9% |
| All | +1,145.9% | +419.5% | +726.4% | +292.0% |
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