+110.9%
DT vs NVT
+665.4%
-554.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.2% | -7.3% | -4.4% |
| 7D | -4.9% | +10.4% | -15.2% | -7.9% |
| 30D | +2.7% | -1.3% | +4.0% | +2.5% |
| 3M | +20.0% | -0.6% | +20.6% | +17.9% |
| 6M | +28.0% | +53.8% | -25.7% | +5.6% |
| YTD | +16.0% | +60.2% | -44.1% | -6.6% |
| 1Y | +0.7% | +76.8% | -76.1% | -22.8% |
| 3Y | +6.2% | +191.2% | -185.1% | -38.1% |
| 5Y | -28.1% | +430.9% | -459.1% | -68.7% |
| All | +110.9% | +665.4% | -554.5% | -23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling