+512.2%
NVT vs DOC
+46.5%
+465.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.8% |
| 7D | +3.5% | +1.0% | +2.4% | +3.1% |
| 30D | -28.2% | +8.1% | -36.3% | -31.1% |
| 3M | -30.1% | +0.9% | -31.0% | -30.9% |
| 6M | -32.5% | +6.3% | -38.8% | -35.6% |
| YTD | +15.2% | +33.8% | -18.6% | -3.0% |
| 1Y | +7.2% | +21.6% | -14.4% | -5.5% |
| 3Y | +134.2% | +53.4% | +80.8% | +77.1% |
| 5Y | +238.3% | -21.0% | +259.3% | +262.1% |
| All | +512.2% | +46.5% | +465.7% | +415.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling