-9.4%
NVTS vs UEC
+223.1%
-232.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -2.3% |
| 7D | +3.5% | -0.2% | +3.7% | +3.6% |
| 30D | -11.9% | +1.9% | -13.9% | -13.2% |
| 3M | -49.2% | +8.9% | -58.2% | -50.8% |
| 6M | +38.4% | -14.5% | +52.9% | +47.2% |
| YTD | +62.5% | -0.7% | +63.1% | +67.2% |
| 1Y | +101.4% | -4.1% | +105.4% | +110.5% |
| 3Y | +40.4% | +148.9% | -108.5% | -5.2% |
| All | -9.4% | +223.1% | -232.5% | -51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling