-99.9%
DFNS vs NVT
+800.1%
-900.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.7% | +0.7% |
| 7D | -3.3% | +2.0% | -5.4% | -2.5% |
| 30D | -73.1% | -7.2% | -65.9% | -74.0% |
| 3M | -71.4% | -0.9% | -70.5% | -69.4% |
| 6M | -93.8% | +42.6% | -136.4% | -92.2% |
| YTD | -98.0% | +52.9% | -150.9% | -97.4% |
| 1Y | -98.2% | +64.5% | -162.6% | -97.5% |
| 3Y | -99.9% | +178.0% | -277.9% | -99.8% |
| 5Y | -99.9% | +402.8% | -502.6% | -99.8% |
| All | -99.9% | +800.1% | -900.0% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling