+3.6%
NVT vs D
+23.9%
-20.3%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +4.4% | -17.2% | -10.2% |
| 7D | -19.5% | +8.5% | -28.0% | -15.7% |
| 30D | -32.4% | +14.3% | -46.7% | -27.7% |
| 3M | -30.3% | +1.8% | -32.1% | -28.0% |
| 6M | -30.4% | +13.0% | -43.5% | -26.0% |
| YTD | +11.3% | +22.7% | -11.4% | +19.5% |
| 1Y | +3.6% | +22.6% | -19.0% | +11.1% |
| All | +3.6% | +23.9% | -20.3% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling