-32.7%
NVTS vs URI
+211.1%
-243.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.1% | +8.4% | +8.6% |
| 7D | +1.5% | -9.8% | +11.3% | +10.6% |
| 30D | -23.8% | +1.7% | -25.6% | -24.6% |
| 3M | -30.6% | -9.1% | -21.5% | -24.5% |
| 6M | -48.4% | +9.9% | -58.2% | -51.9% |
| YTD | +20.6% | +31.2% | -10.6% | -7.3% |
| 1Y | -2.5% | +25.9% | -28.5% | -22.2% |
| 3Y | +44.0% | +147.4% | -103.4% | -37.4% |
| 5Y | -42.6% | +179.7% | -222.4% | -80.9% |
| All | -32.7% | +211.1% | -243.9% | -77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling