-99.9%
DFNS vs NVT
+805.1%
-904.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +1.7% |
| 7D | -16.0% | +5.1% | -21.1% | -14.4% |
| 30D | -77.7% | -3.7% | -74.0% | -78.1% |
| 3M | -77.2% | -10.1% | -67.0% | -76.6% |
| 6M | -95.2% | +37.5% | -132.6% | -94.0% |
| YTD | -98.0% | +53.7% | -151.7% | -97.3% |
| 1Y | -98.3% | +70.9% | -169.1% | -97.6% |
| 3Y | -99.9% | +180.4% | -280.3% | -99.8% |
| 5Y | -99.9% | +393.5% | -493.3% | -99.8% |
| All | -99.9% | +805.1% | -904.9% | -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 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