+750.3%
NVT vs OMC
+43.3%
+707.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.2% | +4.9% |
| 7D | +4.1% | -4.4% | +8.4% | +6.4% |
| 30D | -5.1% | -7.6% | +2.5% | -1.7% |
| 3M | -1.2% | +4.5% | -5.7% | -5.8% |
| 6M | +46.6% | -0.3% | +46.8% | +42.7% |
| YTD | +60.0% | -0.1% | +60.1% | +52.3% |
| 1Y | +70.8% | +4.6% | +66.2% | +55.4% |
| 3Y | +187.5% | +10.5% | +177.1% | +144.1% |
| 5Y | +426.1% | +31.7% | +394.4% | +276.6% |
| All | +750.3% | +43.3% | +707.0% | +425.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling