-57.0%
DOCS vs NVT
+227.4%
-284.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.7% | -6.6% | -0.9% |
| 7D | 0.0% | -7.5% | +7.5% | +1.2% |
| 30D | +7.8% | -31.5% | +39.3% | +18.3% |
| 3M | +20.0% | -30.4% | +50.4% | +29.5% |
| 6M | +26.5% | -32.5% | +59.0% | +35.2% |
| YTD | -25.8% | +12.9% | -38.7% | -37.4% |
| 1Y | -39.5% | +3.7% | -43.2% | -47.2% |
| 3Y | +60.3% | +135.8% | -75.4% | -20.4% |
| 5Y | -57.0% | +232.7% | -289.7% | -84.8% |
| All | -57.0% | +227.4% | -284.4% | -84.8% |
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 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