+162.6%
UNP vs NVT
+699.2%
-536.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.7% |
| 7D | -5.3% | +5.1% | -10.4% | -6.9% |
| 30D | -1.5% | -3.7% | +2.2% | -0.7% |
| 3M | +10.3% | -10.1% | +20.4% | +12.4% |
| 6M | +9.7% | +37.5% | -27.8% | -4.7% |
| YTD | +27.1% | +53.7% | -26.6% | +5.5% |
| 1Y | +32.6% | +70.9% | -38.3% | +4.6% |
| 3Y | +40.0% | +180.4% | -140.4% | -15.8% |
| 5Y | +50.8% | +393.5% | -342.6% | -32.5% |
| All | +162.6% | +699.2% | -536.7% | -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