+751.2%
NVT vs DRI
+193.7%
+557.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +5.1% |
| 7D | +10.4% | -1.2% | +11.6% | +10.9% |
| 30D | -1.3% | -0.4% | -0.9% | -1.3% |
| 3M | -0.6% | +9.5% | -10.1% | -5.7% |
| 6M | +53.8% | +6.5% | +47.3% | +47.1% |
| YTD | +60.2% | +18.4% | +41.8% | +44.7% |
| 1Y | +76.8% | +4.2% | +72.6% | +68.9% |
| 3Y | +191.2% | +57.1% | +134.2% | +121.8% |
| 5Y | +430.9% | +70.4% | +360.5% | +279.7% |
| All | +751.2% | +193.7% | +557.5% | +335.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling