-26.2%
DT vs NVT
+419.5%
-445.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.6% | -5.3% | -1.9% |
| 7D | -1.6% | +4.1% | -5.7% | -2.7% |
| 30D | +3.0% | -5.1% | +8.2% | +4.0% |
| 3M | +26.5% | -1.2% | +27.7% | +24.8% |
| 6M | +35.9% | +46.6% | -10.6% | +15.7% |
| YTD | +17.8% | +60.0% | -42.2% | -3.7% |
| 1Y | +4.1% | +70.8% | -66.7% | -17.9% |
| 3Y | +5.3% | +187.5% | -182.2% | -39.9% |
| All | -26.2% | +419.5% | -445.7% | -73.5% |
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