-9.4%
NVTS vs UL
+25.2%
-34.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.7% | -3.5% |
| 7D | +3.5% | -3.2% | +6.7% | +3.0% |
| 30D | -11.9% | -0.6% | -11.3% | -11.9% |
| 3M | -49.2% | +9.4% | -58.7% | -48.9% |
| 6M | +38.4% | -4.1% | +42.6% | +41.4% |
| YTD | +62.5% | -2.0% | +64.4% | +64.3% |
| 1Y | +101.4% | -9.0% | +110.4% | +106.6% |
| 3Y | +40.4% | +21.8% | +18.6% | +29.0% |
| All | -9.4% | +25.2% | -34.6% | -17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling