+3.6%
NVT vs OMC
+24.5%
-21.0%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +5.2% | -17.9% | -11.1% |
| 7D | -19.5% | +12.5% | -32.0% | -16.5% |
| 30D | -32.4% | +16.3% | -48.7% | -29.4% |
| 3M | -30.3% | +8.1% | -38.4% | -28.1% |
| 6M | -30.4% | +17.2% | -47.6% | -27.1% |
| YTD | +11.3% | +11.8% | -0.4% | +15.2% |
| 1Y | +3.6% | +23.9% | -20.4% | +8.1% |
| All | +3.6% | +24.5% | -21.0% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling