+712.5%
NVT vs DVA
+185.7%
+526.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | +2.0% | -0.2% | +2.2% | +2.0% |
| 30D | -7.2% | +1.7% | -8.8% | -7.6% |
| 3M | -0.9% | -8.7% | +7.8% | +0.2% |
| 6M | +42.6% | +19.7% | +22.9% | +33.5% |
| YTD | +52.9% | +59.6% | -6.7% | +31.5% |
| 1Y | +64.5% | +37.1% | +27.4% | +46.9% |
| 3Y | +178.0% | +89.8% | +88.2% | +115.8% |
| 5Y | +402.8% | +47.4% | +355.4% | +313.4% |
| All | +712.5% | +185.7% | +526.8% | +353.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling