+33.1%
DIS vs NVT
+181.7%
-148.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -2.0% |
| 7D | -2.6% | +5.1% | -7.7% | -3.2% |
| 30D | +3.5% | -3.7% | +7.2% | +3.8% |
| 3M | +6.8% | -10.1% | +17.0% | +7.8% |
| 6M | +3.0% | +37.5% | -34.5% | -4.1% |
| YTD | -6.7% | +53.7% | -60.5% | -15.3% |
| 1Y | -10.1% | +70.9% | -80.9% | -20.6% |
| All | +33.1% | +181.7% | -148.6% | -3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling