+49.3%
UNP vs NVTS
-31.6%
+80.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.1% | +5.8% | +0.8% |
| 7D | +2.1% | +21.6% | -19.5% | +1.7% |
| 30D | +7.7% | -8.5% | +16.3% | +7.8% |
| 3M | +4.0% | -31.4% | +35.4% | +4.6% |
| 6M | +15.7% | -50.3% | +66.0% | +16.5% |
| YTD | +33.5% | +33.9% | -0.4% | +30.1% |
| 1Y | +38.9% | +10.6% | +28.3% | +35.9% |
| 3Y | +53.7% | +52.7% | +0.9% | +45.2% |
| 5Y | +40.4% | -48.5% | +88.9% | +27.3% |
| All | +49.3% | -31.6% | +80.9% | +39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling