+23.5%
UL vs NVD
-99.2%
+122.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.9% | -1.1% |
| 7D | -1.3% | -7.7% | +6.3% | -1.1% |
| 30D | +0.9% | -5.8% | +6.7% | +1.0% |
| 3M | +14.2% | -23.2% | +37.4% | +14.8% |
| 6M | -3.2% | -49.7% | +46.5% | -1.9% |
| YTD | -0.3% | -47.7% | +47.4% | +0.8% |
| 1Y | -8.8% | -61.3% | +52.6% | -7.4% |
| 3Y | +23.9% | -99.2% | +123.0% | +24.7% |
| All | +23.5% | -99.2% | +122.7% | +24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling