+55.4%
UAL vs NVT
+712.1%
-656.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.4% | +0.7% |
| 7D | -1.1% | +7.0% | -8.1% | -6.1% |
| 30D | -13.4% | -2.3% | -11.1% | -12.8% |
| 3M | -2.3% | -3.1% | +0.8% | -3.3% |
| 6M | +13.3% | +47.0% | -33.7% | -19.7% |
| YTD | -4.2% | +56.2% | -60.4% | -35.7% |
| 1Y | +1.4% | +74.5% | -73.2% | -38.7% |
| 3Y | +125.8% | +184.0% | -58.2% | -17.4% |
| 5Y | +130.0% | +410.8% | -280.8% | -51.5% |
| All | +55.4% | +712.1% | -656.7% | -77.7% |
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