+129.4%
NVT vs DRI
+68.2%
+61.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +8.0% | +1.1% | +6.9% | +7.8% |
| 30D | -24.8% | +9.7% | -34.5% | -26.5% |
| 3M | -32.4% | +3.2% | -35.6% | -33.0% |
| 6M | -33.5% | +20.6% | -54.0% | -37.3% |
| YTD | +13.2% | +28.3% | -15.1% | +3.5% |
| 1Y | +9.0% | +34.5% | -25.6% | -2.3% |
| 3Y | +129.4% | +66.5% | +62.9% | +85.3% |
| All | +129.4% | +68.2% | +61.2% | +85.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling