+180.6%
DVA vs NTRS
+259.9%
-79.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | -0.2% |
| 7D | -1.3% | +1.4% | -2.7% | -1.8% |
| 30D | 0.0% | -0.7% | +0.7% | +0.2% |
| 3M | -10.9% | +11.3% | -22.3% | -14.2% |
| 6M | +17.3% | +35.5% | -18.3% | +5.3% |
| YTD | +59.8% | +40.6% | +19.2% | +40.8% |
| 1Y | +36.3% | +49.2% | -13.0% | +17.4% |
| 3Y | +88.6% | +167.2% | -78.6% | +28.5% |
| 5Y | +47.5% | +94.9% | -47.4% | +10.6% |
| All | +180.6% | +259.9% | -79.4% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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