-100.0%
DFNS vs NVT
+226.5%
-326.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.8% | -5.8% |
| 7D | -6.0% | +8.0% | -13.9% | -3.3% |
| 30D | -71.2% | -24.8% | -46.4% | -74.9% |
| 3M | -94.5% | -32.4% | -62.1% | -95.5% |
| 6M | -96.5% | -33.5% | -63.1% | -96.9% |
| YTD | -99.6% | +13.2% | -112.8% | -99.5% |
| 1Y | -99.7% | +9.0% | -108.7% | -99.6% |
| 3Y | -100.0% | +129.4% | -229.4% | -100.0% |
| All | -100.0% | +226.5% | -326.5% | -100.0% |
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