+34.8%
UL vs NVT
+731.8%
-697.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.6% | -4.0% | +0.2% |
| 7D | -3.4% | +4.1% | -7.5% | -3.8% |
| 30D | +0.5% | -5.1% | +5.6% | +0.9% |
| 3M | +7.2% | -1.2% | +8.4% | +6.8% |
| 6M | -3.1% | +46.6% | -49.6% | -8.3% |
| YTD | -2.7% | +60.0% | -62.7% | -9.2% |
| 1Y | -10.2% | +70.8% | -81.0% | -17.2% |
| 3Y | +20.3% | +187.5% | -167.3% | -0.4% |
| 5Y | +19.9% | +426.1% | -406.2% | -13.1% |
| All | +34.8% | +731.8% | -697.0% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 10y: compounded portfolio wealth divided by compounded NVT 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…
10y analysis · Full analysis span regression · 6 months rolling