+156.0%
DIA vs NVT
+731.8%
-575.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.7% | -0.4% |
| 7D | -1.6% | +4.1% | -5.6% | -2.8% |
| 30D | -2.0% | -5.1% | +3.1% | -0.8% |
| 3M | +3.6% | -1.2% | +4.8% | +2.6% |
| 6M | +11.5% | +46.6% | -35.1% | -3.9% |
| YTD | +10.4% | +60.0% | -49.6% | -8.1% |
| 1Y | +15.6% | +70.8% | -55.2% | -6.6% |
| 3Y | +58.9% | +187.5% | -128.7% | +0.1% |
| 5Y | +65.3% | +426.1% | -360.8% | -20.6% |
| All | +156.0% | +731.8% | -575.7% | -3.5% |
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