-25.3%
NVTS vs URI
+236.4%
-261.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.0% | -4.1% | -4.2% |
| 7D | +21.6% | +9.3% | +12.3% | +13.7% |
| 30D | -8.5% | +7.6% | -16.1% | -13.1% |
| 3M | -31.4% | +1.0% | -32.4% | -31.3% |
| 6M | -50.3% | +19.8% | -70.2% | -56.6% |
| YTD | +33.9% | +41.9% | -8.0% | -3.0% |
| 1Y | +10.6% | +33.4% | -22.7% | -15.3% |
| 3Y | +52.7% | +156.0% | -103.3% | -35.2% |
| 5Y | -48.5% | +209.5% | -258.0% | -83.9% |
| All | -25.3% | +236.4% | -261.7% | -76.7% |
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