+68.4%
NVTS vs URA
+49.7%
+18.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +6.2% | +5.1% | +5.0% |
| 7D | +20.8% | +4.3% | +16.5% | +17.0% |
| 30D | -11.1% | -11.7% | +0.6% | +2.5% |
| 3M | -31.0% | -23.5% | -7.5% | -9.0% |
| 6M | -47.4% | -37.8% | -9.6% | -12.9% |
| YTD | +34.2% | -19.6% | +53.8% | +83.5% |
| 1Y | +22.2% | -24.8% | +47.0% | +77.1% |
| 3Y | +68.4% | +47.0% | +21.4% | +57.1% |
| All | +68.4% | +49.7% | +18.7% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling