+19.2%
UL vs NVT
+399.9%
-380.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.3% |
| 7D | -4.1% | +2.0% | -6.1% | -4.1% |
| 30D | -1.2% | -7.2% | +6.0% | -1.1% |
| 3M | +6.0% | -0.9% | +6.9% | +5.8% |
| 6M | -5.5% | +42.6% | -48.1% | -7.8% |
| YTD | -3.3% | +52.9% | -56.2% | -6.1% |
| 1Y | -9.8% | +64.5% | -74.3% | -13.0% |
| 3Y | +20.1% | +178.0% | -157.8% | +6.8% |
| 5Y | +19.2% | +402.8% | -383.6% | -10.0% |
| All | +19.2% | +399.9% | -380.7% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling