+1.1%
UL vs NVD
-27.4%
+28.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +6.5% | -3.2% | +2.7% |
| 7D | +4.7% | +15.0% | -10.3% | +3.4% |
| 30D | +11.6% | +39.3% | -27.7% | +8.7% |
| 3M | +5.3% | +3.1% | +2.2% | +4.4% |
| 6M | +16.0% | -19.0% | +35.0% | +16.4% |
| YTD | +5.0% | -35.5% | +40.5% | +6.4% |
| 1Y | +1.1% | -30.2% | +31.3% | +1.5% |
| All | +1.1% | -27.4% | +28.5% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 1y: compounded portfolio wealth divided by compounded NVD 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…
1y analysis · Full analysis span regression · 6 months rolling