+750.3%
NVT vs DD
+27.4%
+722.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.8% |
| 7D | +4.1% | -3.5% | +7.6% | +6.4% |
| 30D | -5.1% | -11.7% | +6.5% | +2.6% |
| 3M | -1.2% | -9.2% | +8.1% | +4.9% |
| 6M | +46.6% | -7.2% | +53.8% | +53.4% |
| YTD | +60.0% | +6.6% | +53.4% | +52.6% |
| 1Y | +70.8% | +32.0% | +38.8% | +40.9% |
| 3Y | +187.5% | +42.1% | +145.4% | +118.4% |
| 5Y | +426.1% | +58.1% | +368.1% | +263.9% |
| All | +750.3% | +27.4% | +722.8% | +435.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling