-9.4%
NVTS vs URI
+203.2%
-212.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.7% | -4.4% |
| 7D | +3.5% | +5.0% | -1.5% | -0.5% |
| 30D | -11.9% | -9.4% | -2.5% | -4.4% |
| 3M | -49.2% | -5.8% | -43.4% | -46.9% |
| 6M | +38.4% | +25.8% | +12.6% | +11.6% |
| YTD | +62.5% | +27.9% | +34.6% | +27.0% |
| 1Y | +101.4% | +9.7% | +91.7% | +81.5% |
| 3Y | +40.4% | +128.0% | -87.5% | -35.0% |
| All | -9.4% | +203.2% | -212.6% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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