-7.3%
DIS vs NVT
+66.6%
-73.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +1.5% |
| 7D | -1.3% | +2.0% | -3.3% | -1.2% |
| 30D | +2.2% | -7.2% | +9.4% | +2.0% |
| 3M | +8.1% | -0.9% | +9.0% | +7.9% |
| 6M | +5.2% | +42.6% | -37.3% | +2.9% |
| YTD | -6.3% | +52.9% | -59.2% | -9.2% |
| 1Y | -7.3% | +64.5% | -71.8% | -9.2% |
| All | -7.3% | +66.6% | -73.9% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling