+59.8%
ON vs NVT
+419.5%
-359.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +4.6% | +3.9% | +5.0% |
| 7D | +2.4% | +4.1% | -1.7% | -0.8% |
| 30D | -8.6% | -5.1% | -3.5% | -5.3% |
| 3M | -34.3% | -1.2% | -33.2% | -33.2% |
| 6M | +28.5% | +46.6% | -18.1% | -1.3% |
| YTD | +40.6% | +60.0% | -19.4% | +0.3% |
| 1Y | +55.3% | +70.8% | -15.5% | +3.8% |
| 3Y | -22.2% | +187.5% | -209.7% | -69.5% |
| All | +59.8% | +419.5% | -359.7% | -66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling