+26.9%
DIS vs NVT
+488.5%
-461.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | +1.9% | +8.0% | -6.1% | -0.4% |
| 30D | +9.2% | -24.8% | +33.9% | +16.8% |
| 3M | +13.5% | -32.4% | +45.9% | +24.2% |
| 6M | +14.3% | -33.5% | +47.8% | +23.7% |
| YTD | +5.4% | +13.2% | -7.8% | -7.6% |
| 1Y | +12.2% | +9.0% | +3.2% | -0.7% |
| 3Y | +37.2% | +129.4% | -92.2% | -17.0% |
| 5Y | -23.1% | +230.1% | -253.2% | -62.0% |
| All | +26.9% | +488.5% | -461.6% | -56.3% |
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