-30.1%
NVTS vs UEC
+85.5%
-115.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.1% | -4.3% | -5.5% |
| 7D | +3.9% | -3.8% | +7.7% | +5.8% |
| 30D | -4.3% | -13.5% | +9.2% | +2.5% |
| 3M | -34.5% | -40.5% | +6.0% | -19.1% |
| 6M | -57.7% | -56.7% | -1.1% | -40.8% |
| YTD | +25.4% | -43.0% | +68.3% | +62.7% |
| 1Y | +13.1% | -42.5% | +55.7% | +46.3% |
| 3Y | +48.9% | +11.6% | +37.4% | +41.2% |
| 5Y | -51.8% | +21.8% | -73.5% | -65.1% |
| All | -30.1% | +85.5% | -115.6% | -52.8% |
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