+114.1%
DT vs NVT
+664.5%
-550.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.6% | -5.3% | -2.1% |
| 7D | -1.6% | +4.1% | -5.7% | -3.0% |
| 30D | +3.0% | -5.1% | +8.2% | +4.2% |
| 3M | +26.5% | -1.2% | +27.7% | +24.5% |
| 6M | +35.9% | +46.6% | -10.6% | +14.1% |
| YTD | +17.8% | +60.0% | -42.2% | -5.2% |
| 1Y | +4.1% | +70.8% | -66.7% | -19.2% |
| 3Y | +5.3% | +187.5% | -182.2% | -38.3% |
| 5Y | -27.2% | +426.1% | -453.3% | -68.2% |
| All | +114.1% | +664.5% | -550.4% | -22.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling