+3.6%
NVT vs DGX
+45.0%
-41.4%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +3.5% | -16.2% | -11.2% |
| 7D | -19.5% | +4.1% | -23.6% | -17.9% |
| 30D | -32.4% | +10.5% | -42.9% | -29.4% |
| 3M | -30.3% | +9.8% | -40.1% | -27.3% |
| 6M | -30.4% | +34.6% | -65.0% | -23.0% |
| YTD | +11.3% | +49.8% | -38.5% | +24.7% |
| 1Y | +3.6% | +46.0% | -42.5% | +15.5% |
| All | +3.6% | +45.0% | -41.4% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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