+113.0%
NVTS vs UL
-8.6%
+121.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.1% | +6.4% | +6.2% |
| 7D | +2.7% | -1.3% | +4.0% | +1.0% |
| 30D | -4.5% | +0.5% | -4.9% | -3.2% |
| 3M | -61.5% | +17.6% | -79.1% | -52.3% |
| 6M | +28.0% | -5.4% | +33.4% | +36.1% |
| YTD | +65.3% | +0.7% | +64.6% | +83.1% |
| 1Y | +113.0% | -9.3% | +122.3% | +198.0% |
| All | +113.0% | -8.6% | +121.6% | +198.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling