+750.3%
NVT vs DRI
+189.5%
+560.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.5% | +4.1% |
| 7D | +4.1% | -3.2% | +7.3% | +5.7% |
| 30D | -5.1% | -7.8% | +2.7% | -1.6% |
| 3M | -1.2% | +0.4% | -1.5% | -2.2% |
| 6M | +46.6% | +4.8% | +41.8% | +41.3% |
| YTD | +60.0% | +16.7% | +43.3% | +45.6% |
| 1Y | +70.8% | +1.5% | +69.3% | +65.4% |
| 3Y | +187.5% | +56.3% | +131.3% | +119.5% |
| 5Y | +426.1% | +66.4% | +359.7% | +280.8% |
| All | +750.3% | +189.5% | +560.7% | +338.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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