+6.0%
DT vs NVT
+178.0%
-172.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +1.9% |
| 7D | -2.5% | +2.0% | -4.6% | -2.9% |
| 30D | +3.5% | -7.2% | +10.7% | +4.4% |
| 3M | +26.7% | -0.9% | +27.6% | +25.3% |
| 6M | +36.1% | +42.6% | -6.4% | +22.7% |
| YTD | +18.6% | +52.9% | -34.2% | +4.3% |
| 1Y | +7.9% | +64.5% | -56.6% | -7.7% |
| All | +6.0% | +178.0% | -172.0% | -30.6% |
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