+63.8%
DIA vs NVT
+399.9%
-336.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.2% |
| 7D | -3.0% | +2.0% | -5.0% | -3.5% |
| 30D | -3.0% | -7.2% | +4.2% | -1.6% |
| 3M | +4.5% | -0.9% | +5.4% | +3.7% |
| 6M | +9.8% | +42.6% | -32.8% | -1.3% |
| YTD | +9.3% | +52.9% | -43.6% | -3.8% |
| 1Y | +16.0% | +64.5% | -48.5% | -0.5% |
| 3Y | +57.7% | +178.0% | -120.2% | +8.9% |
| 5Y | +63.8% | +402.8% | -339.0% | -13.5% |
| All | +63.8% | +399.9% | -336.1% | -13.5% |
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 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