+420.3%
NVT vs DRI
+65.5%
+354.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.5% | +4.2% |
| 7D | +4.1% | -3.2% | +7.3% | +5.4% |
| 30D | -5.1% | -7.8% | +2.7% | -2.2% |
| 3M | -1.2% | +0.4% | -1.5% | -1.9% |
| 6M | +46.6% | +4.8% | +41.8% | +42.3% |
| YTD | +60.0% | +16.7% | +43.3% | +47.5% |
| 1Y | +70.8% | +1.5% | +69.3% | +66.7% |
| 3Y | +187.5% | +56.3% | +131.3% | +126.5% |
| All | +420.3% | +65.5% | +354.9% | +286.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling