+135.6%
UAL vs NVTS
-14.2%
+149.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.5% | -3.0% |
| 7D | +3.5% | +9.7% | -6.2% | +2.5% |
| 30D | -16.5% | -13.6% | -2.8% | -15.3% |
| 3M | +2.8% | -51.0% | +53.8% | +9.1% |
| 6M | +17.6% | +46.3% | -28.8% | +7.9% |
| YTD | -3.2% | +68.1% | -71.3% | -13.3% |
| 1Y | +0.4% | +113.9% | -113.5% | -14.1% |
| 3Y | +128.2% | +45.3% | +82.9% | +88.4% |
| All | +135.6% | -14.2% | +149.7% | +82.5% |
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