+730.1%
NVT vs DBX
+18.3%
+711.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.3% | -4.8% | -3.0% |
| 7D | +7.0% | +0.3% | +6.7% | +6.8% |
| 30D | -2.3% | 0.0% | -2.3% | -2.6% |
| 3M | -3.1% | +26.1% | -29.2% | -9.8% |
| 6M | +47.0% | +29.4% | +17.7% | +34.4% |
| YTD | +56.2% | +24.4% | +31.8% | +43.9% |
| 1Y | +74.5% | +10.9% | +63.7% | +65.6% |
| 3Y | +184.0% | +24.1% | +160.0% | +154.3% |
| 5Y | +410.8% | +7.8% | +403.0% | +362.0% |
| All | +730.1% | +18.3% | +711.8% | +572.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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