-73.2%
DOCS vs NVT
+394.8%
-468.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.6% | -5.4% | -3.6% |
| 7D | -1.4% | +5.1% | -6.5% | -3.0% |
| 30D | +21.8% | -3.7% | +25.5% | +22.7% |
| 3M | +27.3% | -10.1% | +37.4% | +29.3% |
| 6M | -0.3% | +37.5% | -37.8% | -16.2% |
| YTD | -40.5% | +53.7% | -94.2% | -52.7% |
| 1Y | -61.5% | +70.9% | -132.4% | -71.3% |
| 3Y | +8.2% | +180.4% | -172.2% | -43.8% |
| All | -73.2% | +394.8% | -468.0% | -90.7% |
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