-9.1%
NVTS vs DBX
+17.6%
-26.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +3.5% |
| 7D | -1.4% | +2.1% | -3.5% | -2.8% |
| 30D | -16.5% | +5.7% | -22.3% | -20.1% |
| 3M | -47.6% | +31.8% | -79.4% | -57.5% |
| 6M | +7.3% | +37.5% | -30.2% | -19.1% |
| YTD | +62.9% | +27.9% | +35.0% | +28.4% |
| 1Y | +91.3% | +15.0% | +76.2% | +59.6% |
| 3Y | +43.4% | +27.2% | +16.2% | -0.3% |
| All | -9.1% | +17.6% | -26.7% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling