+162.4%
UAL vs NVTS
-32.9%
+195.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.4% |
| 7D | +12.5% | +9.6% | +2.9% | +11.3% |
| 30D | +12.2% | -13.0% | +25.2% | +13.4% |
| 3M | -2.6% | -28.8% | +26.2% | +0.3% |
| 6M | +21.1% | -48.5% | +69.5% | +25.6% |
| YTD | +7.8% | +31.4% | -23.6% | -1.4% |
| 1Y | +25.4% | -2.3% | +27.7% | +17.9% |
| 3Y | +217.3% | +49.8% | +167.5% | +153.4% |
| 5Y | +132.9% | -43.2% | +176.1% | +86.2% |
| All | +162.4% | -32.9% | +195.3% | +107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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