+70.8%
NVT vs DRI
+2.4%
+68.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.5% | +4.6% |
| 7D | +4.1% | -3.2% | +7.3% | +4.1% |
| 30D | -5.1% | -7.8% | +2.7% | -4.9% |
| 3M | -1.2% | +0.4% | -1.5% | -0.7% |
| 6M | +46.6% | +4.8% | +41.8% | +46.2% |
| YTD | +60.0% | +16.7% | +43.3% | +58.5% |
| 1Y | +70.8% | +1.5% | +69.3% | +61.9% |
| All | +70.8% | +2.4% | +68.4% | +61.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling