-26.7%
NVTS vs URI
+225.7%
-252.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -0.4% |
| 7D | +9.6% | -6.0% | +15.6% | +15.7% |
| 30D | -13.0% | +4.6% | -17.6% | -15.5% |
| 3M | -28.8% | -2.7% | -26.1% | -26.6% |
| 6M | -48.5% | +18.4% | -66.8% | -54.7% |
| YTD | +31.4% | +37.4% | -6.0% | -2.4% |
| 1Y | -2.3% | +30.4% | -32.7% | -23.9% |
| 3Y | +49.8% | +147.9% | -98.1% | -34.8% |
| 5Y | -43.2% | +202.1% | -245.2% | -81.8% |
| All | -26.7% | +225.7% | -252.4% | -76.6% |
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