-35.7%
DOW vs NVT
+190.9%
-226.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.6% | -6.7% | -2.8% |
| 7D | -1.4% | +4.1% | -5.5% | -2.1% |
| 30D | -3.9% | -5.1% | +1.2% | -3.2% |
| 3M | -12.7% | -1.2% | -11.5% | -13.1% |
| 6M | -13.7% | +46.6% | -60.3% | -22.5% |
| YTD | +28.4% | +60.0% | -31.6% | +11.7% |
| 1Y | +21.8% | +70.8% | -49.0% | +3.4% |
| 3Y | -35.7% | +187.5% | -223.3% | -57.6% |
| All | -35.7% | +190.9% | -226.6% | -57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling