+145.4%
UAL vs NVTS
-38.4%
+183.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.5% | -7.5% | +1.0% |
| 7D | +8.2% | +1.5% | +6.6% | +7.8% |
| 30D | +2.3% | -23.8% | +26.1% | +4.9% |
| 3M | -12.7% | -30.6% | +17.9% | -9.9% |
| 6M | +12.7% | -48.4% | +61.1% | +16.7% |
| YTD | +0.8% | +20.6% | -19.8% | -7.0% |
| 1Y | +17.8% | -2.5% | +20.3% | +10.4% |
| 3Y | +206.7% | +44.0% | +162.7% | +144.4% |
| 5Y | +113.9% | -42.6% | +156.5% | +71.9% |
| All | +145.4% | -38.4% | +183.8% | +95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling