+20.0%
ON vs NVT
+226.5%
-206.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.1% |
| 7D | +12.2% | +8.0% | +4.3% | +6.4% |
| 30D | -3.1% | -24.8% | +21.6% | +16.5% |
| 3M | -12.9% | -32.4% | +19.6% | +12.7% |
| 6M | -38.6% | -33.5% | -5.1% | -18.3% |
| YTD | +31.2% | +13.2% | +18.0% | +17.6% |
| 1Y | +47.6% | +9.0% | +38.7% | +34.9% |
| 3Y | +6.6% | +129.4% | -122.8% | -53.1% |
| All | +20.0% | +226.5% | -206.5% | -66.4% |
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