+58.5%
UAL vs NVT
+488.5%
-429.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.3% |
| 7D | -3.0% | +8.0% | -11.0% | -8.0% |
| 30D | +10.5% | -24.8% | +35.2% | +28.7% |
| 3M | -13.5% | -32.4% | +18.9% | +7.1% |
| 6M | +14.2% | -33.5% | +47.7% | +38.9% |
| YTD | -2.2% | +13.2% | -15.4% | -22.1% |
| 1Y | +12.5% | +9.0% | +3.5% | -8.4% |
| 3Y | +186.8% | +129.4% | +57.4% | +13.8% |
| 5Y | +119.4% | +230.1% | -110.7% | -38.9% |
| All | +58.5% | +488.5% | -429.9% | -73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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