+717.0%
NVT vs D
+47.4%
+669.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | +5.1% | +1.5% | +3.6% | +4.7% |
| 30D | -3.7% | -2.6% | -1.1% | -3.0% |
| 3M | -10.1% | 0.0% | -10.2% | -10.4% |
| 6M | +37.5% | +7.4% | +30.1% | +33.7% |
| YTD | +53.7% | +15.9% | +37.9% | +46.1% |
| 1Y | +70.9% | +18.1% | +52.7% | +60.8% |
| 3Y | +180.4% | +58.4% | +122.0% | +132.9% |
| 5Y | +393.5% | +5.2% | +388.3% | +377.3% |
| All | +717.0% | +47.4% | +669.6% | +700.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling