+70.9%
NVT vs DG
+23.4%
+47.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.7% |
| 7D | +5.1% | +8.4% | -3.3% | +5.7% |
| 30D | -3.7% | +4.9% | -8.6% | -3.3% |
| 3M | -10.1% | +29.3% | -39.5% | -9.8% |
| 6M | +37.5% | -11.3% | +48.7% | +42.8% |
| YTD | +53.7% | +1.8% | +52.0% | +56.6% |
| 1Y | +70.9% | +25.3% | +45.5% | +67.6% |
| All | +70.9% | +23.4% | +47.4% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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