+750.3%
NVT vs DG
+43.0%
+707.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.4% | +4.5% |
| 7D | +4.1% | -6.5% | +10.5% | +4.7% |
| 30D | -5.1% | +4.2% | -9.3% | -5.5% |
| 3M | -1.2% | +9.5% | -10.7% | -2.4% |
| 6M | +46.6% | -13.1% | +59.7% | +48.4% |
| YTD | +60.0% | -4.8% | +64.8% | +60.1% |
| 1Y | +70.8% | +20.6% | +50.2% | +65.4% |
| 3Y | +187.5% | +4.9% | +182.6% | +179.7% |
| 5Y | +426.1% | -37.9% | +464.0% | +474.8% |
| All | +750.3% | +43.0% | +707.3% | +614.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling