+187.5%
NVT vs DVA
+89.6%
+97.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | +4.1% | -1.3% | +5.4% | +4.1% |
| 30D | -5.1% | 0.0% | -5.2% | -5.1% |
| 3M | -1.2% | -10.9% | +9.8% | -0.9% |
| 6M | +46.6% | +17.3% | +29.3% | +43.3% |
| YTD | +60.0% | +59.8% | +0.2% | +51.6% |
| 1Y | +70.8% | +36.3% | +34.5% | +64.1% |
| 3Y | +187.5% | +88.6% | +98.9% | +170.4% |
| All | +187.5% | +89.6% | +97.9% | +170.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 3y: compounded portfolio wealth divided by compounded DVA 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…
3y analysis · Full analysis span regression · 6 months rolling