+19.8%
UL vs NVD
-99.1%
+118.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.5% | -5.8% | -1.5% |
| 7D | -4.1% | +9.0% | -13.1% | -4.3% |
| 30D | -1.2% | -5.5% | +4.3% | -1.1% |
| 3M | +6.0% | -24.6% | +30.6% | +6.6% |
| 6M | -5.5% | -42.1% | +36.6% | -4.6% |
| YTD | -3.3% | -44.3% | +41.0% | -2.4% |
| 1Y | -9.8% | -54.2% | +44.4% | -8.8% |
| 3Y | +20.1% | -99.1% | +119.3% | +20.7% |
| All | +19.8% | -99.1% | +118.9% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling