+19.5%
UL vs NVT
+178.0%
-158.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.5% |
| 7D | -4.1% | +2.0% | -6.1% | -3.9% |
| 30D | -1.2% | -7.2% | +6.0% | -1.5% |
| 3M | +6.0% | -0.9% | +6.9% | +6.1% |
| 6M | -5.5% | +42.6% | -48.1% | -4.9% |
| YTD | -3.3% | +52.9% | -56.2% | -2.5% |
| 1Y | -9.8% | +64.5% | -74.3% | -8.9% |
| All | +19.5% | +178.0% | -158.5% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling