+55.3%
ON vs NVT
+71.6%
-16.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +4.6% | +3.9% | +5.2% |
| 7D | +2.4% | +4.1% | -1.7% | -0.7% |
| 30D | -8.6% | -5.1% | -3.5% | -5.4% |
| 3M | -34.3% | -1.2% | -33.2% | -32.7% |
| 6M | +28.5% | +46.6% | -18.1% | +10.1% |
| YTD | +40.6% | +60.0% | -19.4% | +15.3% |
| 1Y | +55.3% | +70.8% | -15.5% | +14.5% |
| All | +55.3% | +71.6% | -16.3% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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