+751.2%
NVT vs DD
+31.8%
+719.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.3% |
| 7D | +10.4% | -0.6% | +11.0% | +10.8% |
| 30D | -1.3% | -7.4% | +6.1% | +3.7% |
| 3M | -0.6% | -6.4% | +5.8% | +3.6% |
| 6M | +53.8% | -2.5% | +56.2% | +56.0% |
| YTD | +60.2% | +10.2% | +49.9% | +49.5% |
| 1Y | +76.8% | +36.9% | +39.8% | +42.4% |
| 3Y | +191.2% | +47.0% | +144.2% | +116.5% |
| 5Y | +430.9% | +63.1% | +367.8% | +259.9% |
| All | +751.2% | +31.8% | +719.5% | +424.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling