+25.7%
USB vs NVT
+226.5%
-200.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | +2.6% | +8.0% | -5.4% | +0.3% |
| 30D | +8.4% | -24.8% | +33.2% | +16.0% |
| 3M | -5.5% | -32.4% | +26.9% | +3.7% |
| 6M | +17.7% | -33.5% | +51.2% | +28.1% |
| YTD | +17.6% | +13.2% | +4.4% | +2.9% |
| 1Y | +33.9% | +9.0% | +24.9% | +18.5% |
| 3Y | +103.8% | +129.4% | -25.6% | +15.5% |
| All | +25.7% | +226.5% | -200.9% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling