-35.5%
DOW vs NVT
+399.9%
-435.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.3% |
| 7D | -2.4% | +2.0% | -4.4% | -2.9% |
| 30D | -4.1% | -7.2% | +3.1% | -2.6% |
| 3M | -12.4% | -0.9% | -11.5% | -13.4% |
| 6M | -10.6% | +42.6% | -53.2% | -22.2% |
| YTD | +31.1% | +52.9% | -21.8% | +10.7% |
| 1Y | +30.5% | +64.5% | -33.9% | +6.7% |
| 3Y | -34.4% | +178.0% | -212.4% | -59.8% |
| 5Y | -35.5% | +402.8% | -438.3% | -71.9% |
| All | -35.5% | +399.9% | -435.4% | -71.9% |
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