+4.1%
DT vs NVT
+71.6%
-67.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.6% | -5.3% | -0.3% |
| 7D | -1.6% | +4.1% | -5.7% | -1.3% |
| 30D | +3.0% | -5.1% | +8.2% | +2.7% |
| 3M | +26.5% | -1.2% | +27.7% | +26.1% |
| 6M | +35.9% | +46.6% | -10.6% | +33.4% |
| YTD | +17.8% | +60.0% | -42.2% | +13.7% |
| 1Y | +4.1% | +70.8% | -66.7% | -2.3% |
| All | +4.1% | +71.6% | -67.5% | -2.3% |
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