+134.7%
DHR vs NVT
+731.8%
-597.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.6% | -4.8% | -1.2% |
| 7D | -3.6% | +4.1% | -7.7% | -4.5% |
| 30D | -2.7% | -5.1% | +2.4% | -1.9% |
| 3M | +10.9% | -1.2% | +12.1% | +9.8% |
| 6M | +3.0% | +46.6% | -43.5% | -8.8% |
| YTD | -12.2% | +60.0% | -72.2% | -24.4% |
| 1Y | +3.3% | +70.8% | -67.5% | -13.1% |
| 3Y | -8.2% | +187.5% | -195.8% | -36.1% |
| 5Y | -29.9% | +426.1% | -456.0% | -59.4% |
| All | +134.7% | +731.8% | -597.1% | +14.1% |
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