+420.3%
NVT vs DG
-37.9%
+458.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.4% | +4.6% |
| 7D | +4.1% | -6.5% | +10.5% | +4.2% |
| 30D | -5.1% | +4.2% | -9.3% | -5.2% |
| 3M | -1.2% | +9.5% | -10.7% | -1.6% |
| 6M | +46.6% | -13.1% | +59.7% | +47.6% |
| YTD | +60.0% | -4.8% | +64.8% | +60.3% |
| 1Y | +70.8% | +20.6% | +50.2% | +68.9% |
| 3Y | +187.5% | +4.9% | +182.6% | +190.1% |
| All | +420.3% | -37.9% | +458.2% | +470.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling