+60.1%
DIA vs NVTS
-17.0%
+77.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.6% |
| 7D | -1.2% | +3.5% | -4.7% | -1.4% |
| 30D | -2.7% | -11.9% | +9.2% | -2.3% |
| 3M | +3.3% | -49.2% | +52.5% | +5.3% |
| 6M | +10.4% | +38.4% | -28.0% | +7.5% |
| YTD | +10.0% | +62.5% | -52.5% | +6.1% |
| 1Y | +16.2% | +101.4% | -85.2% | +10.4% |
| 3Y | +58.7% | +40.4% | +18.3% | +49.8% |
| All | +60.1% | -17.0% | +77.1% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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