+114.7%
DUK vs NVT
+731.8%
-617.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.6% | -4.6% | -0.5% |
| 7D | -0.7% | +4.1% | -4.7% | -1.1% |
| 30D | -2.4% | -5.1% | +2.7% | -2.0% |
| 3M | -3.0% | -1.2% | -1.8% | -3.3% |
| 6M | -6.6% | +46.6% | -53.1% | -12.0% |
| YTD | +4.6% | +60.0% | -55.4% | -3.0% |
| 1Y | +1.2% | +70.8% | -69.6% | -7.4% |
| 3Y | +45.7% | +187.5% | -141.9% | +17.4% |
| 5Y | +40.3% | +426.1% | -385.8% | -4.0% |
| All | +114.7% | +731.8% | -617.0% | +21.0% |
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