+4.3%
DT vs NVT
+73.8%
-69.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -1.4% |
| 7D | -3.3% | +5.1% | -8.4% | -2.9% |
| 30D | +2.0% | -3.7% | +5.8% | +1.6% |
| 3M | +20.0% | -10.1% | +30.1% | +19.1% |
| 6M | +39.3% | +37.5% | +1.8% | +37.8% |
| YTD | +19.8% | +53.7% | -34.0% | +16.9% |
| 1Y | +4.3% | +70.9% | -66.6% | +5.2% |
| All | +4.3% | +73.8% | -69.5% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling