+73.7%
UAL vs NVMI
+2,494.8%
-2,421.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.2% | -0.6% |
| 7D | -3.0% | +1.5% | -4.5% | -3.6% |
| 30D | +10.5% | -4.1% | +14.5% | +11.6% |
| 3M | -13.5% | -22.8% | +9.3% | -5.6% |
| 6M | +14.2% | -36.9% | +51.1% | +30.8% |
| YTD | -2.2% | -3.2% | +1.0% | -6.0% |
| 1Y | +12.5% | +7.1% | +5.4% | +3.8% |
| 3Y | +186.8% | +181.5% | +5.3% | +63.7% |
| 5Y | +119.4% | +141.2% | -21.8% | +27.9% |
| All | +73.7% | +2,494.8% | -2,421.1% | -55.1% |
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