+12.3%
DIS vs NVT
+699.2%
-687.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -2.6% |
| 7D | -2.6% | +5.1% | -7.7% | -4.2% |
| 30D | +3.5% | -3.7% | +7.2% | +4.3% |
| 3M | +6.8% | -10.1% | +17.0% | +8.6% |
| 6M | +3.0% | +37.5% | -34.5% | -11.2% |
| YTD | -6.7% | +53.7% | -60.5% | -23.5% |
| 1Y | -10.1% | +70.9% | -80.9% | -29.9% |
| 3Y | +33.0% | +180.4% | -147.4% | -21.5% |
| 5Y | -40.0% | +393.5% | -433.5% | -73.5% |
| All | +12.3% | +699.2% | -687.0% | -63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling