+730.1%
NVT vs DG
+43.0%
+687.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | -2.2% |
| 7D | +7.0% | -4.8% | +11.8% | +7.5% |
| 30D | -2.3% | +1.8% | -4.1% | -2.6% |
| 3M | -3.1% | +14.5% | -17.6% | -4.8% |
| 6M | +47.0% | -13.6% | +60.6% | +49.0% |
| YTD | +56.2% | -4.8% | +61.1% | +56.3% |
| 1Y | +74.5% | +21.6% | +53.0% | +68.9% |
| 3Y | +184.0% | +4.5% | +179.5% | +176.5% |
| 5Y | +410.8% | -38.5% | +449.2% | +459.6% |
| All | +730.1% | +43.0% | +687.2% | +597.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling