+70.8%
NVT vs DTE
+1.0%
+69.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.3% | +6.0% | +4.4% |
| 7D | +4.1% | -2.6% | +6.6% | +3.7% |
| 30D | -5.1% | -4.4% | -0.7% | -5.8% |
| 3M | -1.2% | -8.3% | +7.2% | -3.2% |
| 6M | +46.6% | -8.1% | +54.7% | +43.1% |
| YTD | +60.0% | +4.4% | +55.6% | +54.6% |
| 1Y | +70.8% | +0.2% | +70.6% | +63.4% |
| All | +70.8% | +1.0% | +69.8% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling