+750.3%
NVT vs URA
+315.8%
+434.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.3% | +7.9% | +6.1% |
| 7D | +4.1% | -5.5% | +9.6% | +6.6% |
| 30D | -5.1% | -3.7% | -1.4% | -3.8% |
| 3M | -1.2% | -2.9% | +1.7% | -0.2% |
| 6M | +46.6% | -15.2% | +61.8% | +55.6% |
| YTD | +60.0% | +1.9% | +58.1% | +54.8% |
| 1Y | +70.8% | +6.9% | +63.9% | +59.5% |
| 3Y | +187.5% | +99.6% | +87.9% | +96.4% |
| 5Y | +426.1% | +101.2% | +325.0% | +229.4% |
| All | +750.3% | +315.8% | +434.5% | +149.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling