+730.1%
NVT vs OMC
+42.0%
+688.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.5% | +1.0% | -0.7% |
| 7D | +7.0% | -4.2% | +11.2% | +9.3% |
| 30D | -2.3% | -7.5% | +5.2% | +1.2% |
| 3M | -3.1% | +4.6% | -7.7% | -7.6% |
| 6M | +47.0% | -4.8% | +51.9% | +46.8% |
| YTD | +56.2% | -1.0% | +57.2% | +49.4% |
| 1Y | +74.5% | +3.8% | +70.7% | +59.3% |
| 3Y | +184.0% | +10.2% | +173.8% | +141.2% |
| 5Y | +410.8% | +29.7% | +381.0% | +269.1% |
| All | +730.1% | +42.0% | +688.1% | +415.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling