+36.0%
DIS vs NVT
+131.8%
-95.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.7% | -5.7% | +1.4% |
| 7D | +5.3% | -7.5% | +12.8% | +5.7% |
| 30D | +10.2% | -31.5% | +41.8% | +13.6% |
| 3M | +13.5% | -30.4% | +43.9% | +16.4% |
| 6M | +11.1% | -32.5% | +43.6% | +13.9% |
| YTD | +5.5% | +12.9% | -7.4% | -2.3% |
| 1Y | +9.1% | +3.7% | +5.4% | +2.7% |
| 3Y | +36.0% | +135.8% | -99.8% | -2.8% |
| All | +36.0% | +131.8% | -95.8% | -2.8% |
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