+38.1%
UL vs NVT
+732.7%
-694.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.2% | -5.2% | -1.4% |
| 7D | -1.3% | +10.4% | -11.7% | -2.2% |
| 30D | +0.9% | -1.3% | +2.2% | +0.9% |
| 3M | +14.2% | -0.6% | +14.9% | +13.7% |
| 6M | -3.2% | +53.8% | -57.0% | -9.0% |
| YTD | -0.3% | +60.2% | -60.5% | -7.0% |
| 1Y | -8.8% | +76.8% | -85.5% | -16.3% |
| 3Y | +23.9% | +191.2% | -167.4% | +2.3% |
| 5Y | +21.4% | +430.9% | -409.6% | -12.2% |
| All | +38.1% | +732.7% | -694.7% | -12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling