+61.5%
UAL vs NVT
+699.2%
-637.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.1% | +0.6% |
| 7D | +0.7% | +5.1% | -4.4% | -2.9% |
| 30D | -16.1% | -3.7% | -12.4% | -14.4% |
| 3M | +6.1% | -10.1% | +16.3% | +11.0% |
| 6M | +10.8% | +37.5% | -26.6% | -17.2% |
| YTD | -0.4% | +53.7% | -54.1% | -32.2% |
| 1Y | +5.0% | +70.9% | -65.8% | -35.3% |
| 3Y | +124.0% | +180.4% | -56.4% | -17.2% |
| 5Y | +141.0% | +393.5% | -252.5% | -47.7% |
| All | +61.5% | +699.2% | -637.7% | -76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling