-7.8%
NVTS vs URA
+92.9%
-100.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.8% | +5.5% | +5.6% |
| 7D | +2.7% | +1.1% | +1.6% | +1.7% |
| 30D | -4.5% | +7.4% | -11.8% | -10.5% |
| 3M | -61.5% | -8.4% | -53.1% | -57.0% |
| 6M | +28.0% | -12.7% | +40.7% | +49.9% |
| YTD | +65.3% | +7.8% | +57.5% | +66.2% |
| 1Y | +113.0% | +19.5% | +93.5% | +102.6% |
| 3Y | +34.7% | +116.4% | -81.7% | -26.9% |
| All | -7.8% | +92.9% | -100.7% | -53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling