+100.0%
UAL vs NVMI
+3,108.0%
-3,008.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.2% |
| 7D | -2.0% | +3.8% | -5.8% | -3.4% |
| 30D | -15.7% | -7.6% | -8.1% | -13.4% |
| 3M | +3.6% | -28.0% | +31.6% | +14.9% |
| 6M | +16.9% | -15.3% | +32.2% | +20.5% |
| YTD | -4.8% | +11.5% | -16.2% | -12.4% |
| 1Y | -0.9% | +31.6% | -32.5% | -15.2% |
| 3Y | +124.5% | +207.0% | -82.5% | +25.4% |
| 5Y | +140.2% | +262.8% | -122.7% | +19.9% |
| All | +100.0% | +3,108.0% | -3,008.0% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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