-54.2%
DOCS vs NVT
+201.4%
-255.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.0% | -10.0% | -4.1% |
| 7D | -0.8% | -15.7% | +14.9% | +3.0% |
| 30D | +17.4% | -36.6% | +54.0% | +31.5% |
| 3M | +57.4% | -34.8% | +92.2% | +72.9% |
| 6M | +26.5% | -38.2% | +64.8% | +38.7% |
| YTD | -26.6% | +4.8% | -31.4% | -36.8% |
| 1Y | -48.1% | -2.8% | -45.3% | -54.0% |
| 3Y | +52.6% | +119.5% | -66.9% | -22.3% |
| All | -54.2% | +201.4% | -255.6% | -83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling