-37.3%
DOCS vs NVT
+306.0%
-343.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.8% | -1.3% | +1.5% |
| 7D | -4.2% | +3.5% | -7.6% | -5.3% |
| 30D | +8.6% | -28.2% | +36.8% | +17.5% |
| 3M | +27.2% | -30.1% | +57.3% | +37.1% |
| 6M | +26.5% | -32.5% | +59.0% | +35.4% |
| YTD | -25.0% | +15.2% | -40.2% | -36.7% |
| 1Y | -37.0% | +7.2% | -44.2% | -45.3% |
| 3Y | +39.4% | +134.2% | -94.8% | -26.6% |
| 5Y | -56.7% | +238.3% | -295.0% | -83.0% |
| All | -37.3% | +306.0% | -343.3% | -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