+71.7%
UAL vs NVT
+498.9%
-427.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.8% | -5.6% | -4.3% |
| 7D | +2.3% | +3.5% | -1.2% | -1.0% |
| 30D | +13.3% | -28.2% | +41.5% | +36.5% |
| 3M | -6.3% | -30.1% | +23.8% | +13.1% |
| 6M | +22.5% | -32.5% | +55.0% | +47.4% |
| YTD | +5.9% | +15.2% | -9.3% | -16.7% |
| 1Y | +24.7% | +7.2% | +17.5% | +2.9% |
| 3Y | +211.6% | +134.2% | +77.4% | +21.8% |
| 5Y | +130.6% | +238.3% | -107.8% | -36.9% |
| All | +71.7% | +498.9% | -427.2% | -71.1% |
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