+43.0%
NVTS vs DBX
+23.5%
+19.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.3% | -5.6% | -3.9% |
| 7D | +3.5% | +0.3% | +3.2% | +3.3% |
| 30D | -11.9% | 0.0% | -11.9% | -12.3% |
| 3M | -49.2% | +26.1% | -75.3% | -53.2% |
| 6M | +38.4% | +29.4% | +9.1% | +22.8% |
| YTD | +62.5% | +24.4% | +38.0% | +46.2% |
| 1Y | +101.4% | +10.9% | +90.5% | +89.9% |
| All | +43.0% | +23.5% | +19.5% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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