-21.7%
ONON vs NVT
+433.2%
-454.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.6% | -2.6% | 0.0% |
| 7D | -2.1% | +4.1% | -6.1% | -3.9% |
| 30D | -11.6% | -5.1% | -6.5% | -10.0% |
| 3M | -30.1% | -1.2% | -28.9% | -31.7% |
| 6M | -30.5% | +46.6% | -77.1% | -45.9% |
| YTD | -41.0% | +60.0% | -101.0% | -56.6% |
| 1Y | -36.7% | +70.8% | -107.5% | -55.8% |
| 3Y | -8.6% | +187.5% | -196.2% | -59.3% |
| All | -21.7% | +433.2% | -454.9% | -79.1% |
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