+3.6%
NVT vs DD
+49.3%
-45.7%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -1.8% | -10.9% | -11.6% |
| 7D | -19.5% | +8.7% | -28.2% | -23.5% |
| 30D | -32.4% | +15.3% | -47.7% | -38.2% |
| 3M | -30.3% | +5.9% | -36.3% | -32.9% |
| 6M | -30.4% | +11.6% | -42.0% | -34.9% |
| YTD | +11.3% | +26.5% | -15.2% | -4.0% |
| 1Y | +3.6% | +35.4% | -31.8% | -13.2% |
| All | +3.6% | +49.3% | -45.7% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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