+60.2%
DIA vs NVTS
-36.0%
+96.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.4% | +6.5% | +0.4% |
| 7D | +2.1% | +3.9% | -1.8% | +2.0% |
| 30D | +1.5% | -4.3% | +5.8% | +1.5% |
| 3M | -2.4% | -34.5% | +32.1% | -1.3% |
| 6M | +6.0% | -57.7% | +63.7% | +8.1% |
| YTD | +10.1% | +25.4% | -15.3% | +6.9% |
| 1Y | +11.8% | +13.1% | -1.3% | +8.8% |
| 3Y | +59.7% | +48.9% | +10.8% | +48.2% |
| 5Y | +57.9% | -51.8% | +109.7% | +44.7% |
| All | +60.2% | -36.0% | +96.2% | +46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling