-9.4%
NVTS vs URA
+96.2%
-105.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -2.1% |
| 7D | +3.5% | +5.7% | -2.3% | -1.8% |
| 30D | -11.9% | +5.6% | -17.5% | -16.4% |
| 3M | -49.2% | +6.2% | -55.4% | -50.8% |
| 6M | +38.4% | -8.2% | +46.7% | +55.1% |
| YTD | +62.5% | +9.7% | +52.8% | +60.8% |
| 1Y | +101.4% | +17.0% | +84.4% | +94.1% |
| 3Y | +40.4% | +118.5% | -78.0% | -24.4% |
| All | -9.4% | +96.2% | -105.6% | -54.5% |
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