+160.1%
DIA vs NVT
+699.2%
-539.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.3% |
| 7D | -0.2% | +5.1% | -5.3% | -1.7% |
| 30D | -1.5% | -3.7% | +2.2% | -0.7% |
| 3M | +3.8% | -10.1% | +13.9% | +5.9% |
| 6M | +10.3% | +37.5% | -27.2% | -3.0% |
| YTD | +12.1% | +53.7% | -41.6% | -5.4% |
| 1Y | +18.6% | +70.9% | -52.2% | -4.2% |
| 3Y | +60.6% | +180.4% | -119.8% | +1.9% |
| 5Y | +64.4% | +393.5% | -329.0% | -19.2% |
| All | +160.1% | +699.2% | -539.2% | -0.7% |
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