+90.2%
NTR vs DVA
+151.2%
-61.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -1.3% | -1.3% | 0.0% | -1.0% |
| 30D | +16.8% | 0.0% | +16.7% | +16.7% |
| 3M | +20.7% | -10.9% | +31.7% | +22.7% |
| 6M | +0.5% | +17.3% | -16.7% | -4.1% |
| YTD | +29.2% | +59.8% | -30.6% | +14.3% |
| 1Y | +39.6% | +36.3% | +3.3% | +27.9% |
| 3Y | +37.9% | +88.6% | -50.7% | +12.9% |
| 5Y | +47.1% | +47.5% | -0.5% | +24.6% |
| All | +90.2% | +151.2% | -61.0% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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