+750.3%
NVT vs DGX
+177.3%
+572.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +3.0% | +4.0% |
| 7D | +4.1% | -0.9% | +5.0% | +4.5% |
| 30D | -5.1% | -1.2% | -4.0% | -4.8% |
| 3M | -1.2% | +15.8% | -16.9% | -7.6% |
| 6M | +46.6% | +18.2% | +28.4% | +35.1% |
| YTD | +60.0% | +37.2% | +22.8% | +37.1% |
| 1Y | +70.8% | +30.4% | +40.4% | +49.0% |
| 3Y | +187.5% | +96.7% | +90.8% | +95.8% |
| 5Y | +426.1% | +67.2% | +359.0% | +284.1% |
| All | +750.3% | +177.3% | +572.9% | +305.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling