-37.4%
DOCS vs NVT
+301.7%
-339.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | +0.1% | +17.4% | -17.3% | -4.3% |
| 30D | +8.7% | -28.4% | +37.0% | +17.6% |
| 3M | +32.9% | -32.4% | +65.3% | +44.7% |
| 6M | +25.5% | -32.2% | +57.7% | +33.9% |
| YTD | -25.0% | +14.0% | -39.0% | -36.5% |
| 1Y | -34.9% | +4.3% | -39.1% | -42.9% |
| 3Y | +39.3% | +131.7% | -92.4% | -26.5% |
| 5Y | -54.8% | +232.4% | -287.2% | -82.2% |
| All | -37.4% | +301.7% | -339.1% | -75.2% |
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 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