+174.8%
NVT vs DG
+3.3%
+171.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.9% | -2.2% |
| 7D | +2.0% | -6.3% | +8.3% | +1.7% |
| 30D | -7.2% | +2.4% | -9.6% | -7.0% |
| 3M | -0.9% | +12.4% | -13.3% | -0.5% |
| 6M | +42.6% | -14.9% | +57.5% | +42.7% |
| YTD | +52.9% | -6.1% | +58.9% | +53.3% |
| 1Y | +64.5% | +17.9% | +46.6% | +65.7% |
| All | +174.8% | +3.3% | +171.5% | +216.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling