-9.1%
NVTS vs UL
+24.3%
-33.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.4% |
| 7D | -1.4% | -3.4% | +2.0% | -1.9% |
| 30D | -16.5% | +0.5% | -17.0% | -16.4% |
| 3M | -47.6% | +7.2% | -54.9% | -47.3% |
| 6M | +7.3% | -3.1% | +10.3% | +9.3% |
| YTD | +62.9% | -2.7% | +65.6% | +64.6% |
| 1Y | +91.3% | -10.2% | +101.5% | +96.3% |
| 3Y | +43.4% | +20.3% | +23.1% | +31.8% |
| All | -9.1% | +24.3% | -33.4% | -17.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling