+70.8%
NVT vs DG
+19.2%
+51.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.4% | +4.7% |
| 7D | +4.1% | -6.5% | +10.5% | +3.5% |
| 30D | -5.1% | +4.2% | -9.3% | -4.8% |
| 3M | -1.2% | +9.5% | -10.7% | -0.9% |
| 6M | +46.6% | -13.1% | +59.7% | +50.4% |
| YTD | +60.0% | -4.8% | +64.8% | +62.1% |
| 1Y | +70.8% | +20.6% | +50.2% | +68.1% |
| All | +70.8% | +19.2% | +51.6% | +68.1% |
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