-37.1%
DOCS vs NVT
+298.9%
-336.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | +2.6% | +8.0% | -5.4% | +0.4% |
| 30D | +11.4% | -24.8% | +36.2% | +18.8% |
| 3M | +25.4% | -32.4% | +57.8% | +36.5% |
| 6M | +42.5% | -33.5% | +76.0% | +53.2% |
| YTD | -24.7% | +13.2% | -37.9% | -36.1% |
| 1Y | -32.9% | +9.0% | -41.9% | -42.4% |
| 3Y | +39.6% | +129.4% | -89.8% | -26.1% |
| 5Y | -54.6% | +230.1% | -284.7% | -82.1% |
| All | -37.1% | +298.9% | -336.0% | -75.0% |
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 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