-12.9%
NVTS vs UEC
+207.0%
-219.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.0% | +1.1% | -1.8% |
| 7D | +0.5% | -4.3% | +4.7% | +2.3% |
| 30D | -18.0% | -3.8% | -14.2% | -17.2% |
| 3M | -45.6% | +17.0% | -62.6% | -48.7% |
| 6M | +28.5% | -23.9% | +52.4% | +43.0% |
| YTD | +56.2% | -5.7% | +61.8% | +64.1% |
| 1Y | +97.7% | -12.5% | +110.2% | +113.8% |
| 3Y | +35.0% | +136.5% | -101.5% | -6.9% |
| All | -12.9% | +207.0% | -219.9% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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