+142.1%
UAL vs NVTS
-31.6%
+173.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -5.1% | -1.0% | -5.5% |
| 7D | +0.7% | +21.6% | -20.9% | -1.4% |
| 30D | +7.8% | -8.5% | +16.3% | +8.4% |
| 3M | -11.1% | -31.4% | +20.3% | -8.1% |
| 6M | +16.1% | -50.3% | +66.4% | +21.4% |
| YTD | -0.5% | +33.9% | -34.4% | -9.2% |
| 1Y | +11.3% | +10.6% | +0.6% | +3.3% |
| 3Y | +192.8% | +52.7% | +140.1% | +133.3% |
| 5Y | +123.3% | -48.5% | +171.8% | +79.0% |
| All | +142.1% | -31.6% | +173.7% | +91.1% |
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