+219.1%
ON vs NVT
+699.2%
-480.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | -1.1% |
| 7D | +2.4% | +5.1% | -2.6% | -1.5% |
| 30D | -3.3% | -3.7% | +0.4% | -0.6% |
| 3M | -43.6% | -10.1% | -33.4% | -37.9% |
| 6M | +19.0% | +37.5% | -18.5% | -6.4% |
| YTD | +37.4% | +53.7% | -16.4% | -2.3% |
| 1Y | +54.8% | +70.9% | -16.1% | -0.7% |
| 3Y | -25.2% | +180.4% | -205.6% | -71.1% |
| 5Y | +62.7% | +393.5% | -330.7% | -61.6% |
| All | +219.1% | +699.2% | -480.2% | -54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling