+420.3%
NVT vs DVA
+46.8%
+373.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | +4.1% | -1.3% | +5.4% | +4.2% |
| 30D | -5.1% | 0.0% | -5.2% | -5.2% |
| 3M | -1.2% | -10.9% | +9.8% | -0.6% |
| 6M | +46.6% | +17.3% | +29.3% | +42.5% |
| YTD | +60.0% | +59.8% | +0.2% | +49.4% |
| 1Y | +70.8% | +36.3% | +34.5% | +62.4% |
| 3Y | +187.5% | +88.6% | +98.9% | +159.5% |
| All | +420.3% | +46.8% | +373.5% | +420.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling