-30.1%
NVTS vs DG
-31.8%
+1.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.3% | -6.0% | -6.4% |
| 7D | +3.9% | +0.3% | +3.7% | +4.0% |
| 30D | -4.3% | +3.2% | -7.6% | -4.6% |
| 3M | -34.5% | +10.4% | -44.9% | -35.0% |
| 6M | -57.7% | +33.2% | -90.9% | -59.1% |
| YTD | +25.4% | +3.0% | +22.4% | +25.2% |
| 1Y | +13.1% | +31.2% | -18.1% | +9.8% |
| 3Y | +48.9% | +21.8% | +27.1% | +40.7% |
| 5Y | -51.8% | -35.0% | -16.8% | -46.9% |
| All | -30.1% | -31.8% | +1.7% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling