+187.5%
NVT vs DLTR
+1.4%
+186.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.1% | +4.7% |
| 7D | +4.1% | -10.1% | +14.2% | +5.0% |
| 30D | -5.1% | -8.1% | +3.0% | -4.5% |
| 3M | -1.2% | +2.9% | -4.0% | -2.0% |
| 6M | +46.6% | +4.3% | +42.2% | +44.9% |
| YTD | +60.0% | -3.9% | +63.9% | +59.9% |
| 1Y | +70.8% | +18.9% | +51.9% | +65.2% |
| 3Y | +187.5% | +1.9% | +185.6% | +170.2% |
| All | +187.5% | +1.4% | +186.1% | +170.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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