+65.2%
USB vs NVT
+445.0%
-379.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.0% | -8.5% | -3.8% |
| 7D | 0.0% | -15.7% | +15.7% | +6.0% |
| 30D | +5.8% | -36.6% | +42.4% | +25.4% |
| 3M | -6.0% | -34.8% | +28.9% | +8.8% |
| 6M | +7.8% | -38.2% | +46.0% | +24.9% |
| YTD | +14.6% | +4.8% | +9.8% | +0.3% |
| 1Y | +31.8% | -2.8% | +34.6% | +19.1% |
| 3Y | +91.5% | +119.5% | -28.0% | +1.6% |
| 5Y | +22.0% | +204.7% | -182.7% | -48.2% |
| All | +65.2% | +445.0% | -379.8% | -52.2% |
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