+174.8%
NVT vs DRI
+52.8%
+122.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | +2.0% | -4.8% | +6.8% | +3.4% |
| 30D | -7.2% | -5.2% | -2.0% | -5.9% |
| 3M | -0.9% | +2.7% | -3.6% | -2.1% |
| 6M | +42.6% | +3.6% | +39.0% | +40.0% |
| YTD | +52.9% | +15.4% | +37.5% | +43.9% |
| 1Y | +64.5% | +1.3% | +63.2% | +61.9% |
| All | +174.8% | +52.8% | +122.0% | +128.3% |
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