+712.5%
NVT vs DTE
+100.3%
+612.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.9% | -1.4% |
| 7D | +2.0% | -2.0% | +4.0% | +3.2% |
| 30D | -7.2% | -2.4% | -4.8% | -5.8% |
| 3M | -0.9% | -7.3% | +6.4% | +3.0% |
| 6M | +42.6% | -7.6% | +50.2% | +47.6% |
| YTD | +52.9% | +5.8% | +47.1% | +45.3% |
| 1Y | +64.5% | +2.3% | +62.1% | +59.0% |
| 3Y | +178.0% | +45.0% | +133.0% | +105.2% |
| 5Y | +402.8% | +33.2% | +369.6% | +285.2% |
| All | +712.5% | +100.3% | +612.2% | +412.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling