+2,798.7%
DELL vs NVT
+712.1%
+2,086.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.7% | +1.7% |
| 7D | +8.7% | +7.0% | +1.7% | +4.6% |
| 30D | +16.9% | -2.3% | +19.2% | +18.3% |
| 3M | +40.4% | -3.1% | +43.5% | +42.1% |
| 6M | +267.1% | +47.0% | +220.0% | +192.0% |
| YTD | +329.1% | +56.2% | +272.9% | +226.9% |
| 1Y | +346.9% | +74.5% | +272.4% | +218.5% |
| 3Y | +696.6% | +184.0% | +512.6% | +324.7% |
| 5Y | +1,106.2% | +410.8% | +695.4% | +370.1% |
| All | +2,798.7% | +712.1% | +2,086.6% | +731.7% |
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