+39.8%
UNP vs NVTS
-17.0%
+56.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -1.2% |
| 7D | -1.7% | +3.5% | -5.2% | -1.8% |
| 30D | -2.1% | -11.9% | +9.8% | -1.9% |
| 3M | +5.4% | -49.2% | +54.7% | +6.7% |
| 6M | +13.4% | +38.4% | -25.0% | +11.1% |
| YTD | +25.0% | +62.5% | -37.5% | +21.5% |
| 1Y | +34.6% | +101.4% | -66.8% | +29.3% |
| 3Y | +43.6% | +40.4% | +3.2% | +37.5% |
| All | +39.8% | -17.0% | +56.8% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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