-30.1%
NVTS vs URA
+33.3%
-63.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.6% | -4.8% | -4.9% |
| 7D | +3.9% | -1.5% | +5.5% | +6.0% |
| 30D | -4.3% | -10.4% | +6.1% | +8.0% |
| 3M | -34.5% | -29.6% | -4.8% | -7.7% |
| 6M | -57.7% | -40.3% | -17.4% | -29.0% |
| YTD | +25.4% | -25.5% | +50.8% | +81.0% |
| 1Y | +13.1% | -26.4% | +39.6% | +65.4% |
| 3Y | +48.9% | +31.4% | +17.5% | +31.2% |
| 5Y | -51.8% | +28.6% | -80.4% | -64.5% |
| All | -30.1% | +33.3% | -63.4% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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