+512.2%
NVT vs D
+52.4%
+459.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.2% | +3.9% |
| 7D | +3.5% | -2.4% | +5.9% | +4.0% |
| 30D | -28.2% | +9.0% | -37.2% | -30.1% |
| 3M | -30.1% | +1.0% | -31.0% | -30.5% |
| 6M | -32.5% | +11.0% | -43.5% | -35.1% |
| YTD | +15.2% | +19.8% | -4.6% | +8.0% |
| 1Y | +7.2% | +16.0% | -8.8% | +1.3% |
| 3Y | +134.2% | +74.4% | +59.8% | +87.7% |
| 5Y | +238.3% | +13.5% | +224.8% | +217.7% |
| All | +512.2% | +52.4% | +459.9% | +491.7% |
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