+501.5%
NVT vs DRI
+218.1%
+283.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | +8.0% | +1.1% | +6.9% | +7.5% |
| 30D | -24.8% | +9.7% | -34.5% | -28.4% |
| 3M | -32.4% | +3.2% | -35.6% | -34.2% |
| 6M | -33.5% | +20.6% | -54.0% | -40.4% |
| YTD | +13.2% | +28.3% | -15.1% | -2.5% |
| 1Y | +9.0% | +34.5% | -25.6% | -8.6% |
| 3Y | +129.4% | +66.5% | +62.9% | +68.6% |
| 5Y | +230.1% | +79.6% | +150.4% | +128.9% |
| All | +501.5% | +218.1% | +283.4% | +193.4% |
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