+142.4%
UAL vs NVTS
-15.6%
+158.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.3% | -3.8% | +1.9% |
| 7D | +0.7% | +2.7% | -2.0% | +0.4% |
| 30D | -16.1% | -4.5% | -11.7% | -15.9% |
| 3M | +6.1% | -61.5% | +67.7% | +15.2% |
| 6M | +10.8% | +28.0% | -17.1% | +3.2% |
| YTD | -0.4% | +65.3% | -65.7% | -10.7% |
| 1Y | +5.0% | +113.0% | -108.0% | -10.1% |
| 3Y | +124.0% | +34.7% | +89.3% | +87.6% |
| All | +142.4% | -15.6% | +158.0% | +88.1% |
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 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