+501.5%
NVT vs D
+51.5%
+450.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +8.0% | -1.4% | +9.3% | +8.3% |
| 30D | -24.8% | +7.7% | -32.5% | -26.6% |
| 3M | -32.4% | -0.3% | -32.1% | -32.7% |
| 6M | -33.5% | +10.1% | -43.5% | -35.9% |
| YTD | +13.2% | +19.1% | -5.9% | +6.3% |
| 1Y | +9.0% | +15.9% | -6.9% | +2.9% |
| 3Y | +129.4% | +75.0% | +54.4% | +83.4% |
| 5Y | +230.1% | +13.4% | +216.7% | +209.8% |
| All | +501.5% | +51.5% | +450.1% | +482.1% |
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 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