+69.4%
USB vs NVT
+487.2%
-417.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.7% | -5.2% | -0.7% |
| 7D | +0.8% | -7.5% | +8.2% | +2.7% |
| 30D | +6.8% | -31.5% | +38.3% | +22.4% |
| 3M | -3.8% | -30.4% | +26.6% | +8.3% |
| 6M | +11.7% | -32.5% | +44.2% | +24.6% |
| YTD | +17.5% | +12.9% | +4.5% | -0.3% |
| 1Y | +33.8% | +3.7% | +30.0% | +17.7% |
| 3Y | +104.2% | +135.8% | -31.5% | +5.1% |
| 5Y | +26.4% | +232.7% | -206.3% | -48.4% |
| All | +69.4% | +487.2% | -417.8% | -52.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling