+18.4%
USB vs NVTS
-38.4%
+56.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.5% | -10.0% | -0.9% |
| 7D | 0.0% | +1.5% | -1.5% | -0.2% |
| 30D | +5.8% | -23.8% | +29.6% | +6.9% |
| 3M | -6.0% | -30.6% | +24.6% | -4.8% |
| 6M | +7.8% | -48.4% | +56.1% | +9.1% |
| YTD | +14.6% | +20.6% | -6.0% | +9.6% |
| 1Y | +31.8% | -2.5% | +34.3% | +27.0% |
| 3Y | +91.5% | +44.0% | +47.5% | +70.5% |
| 5Y | +22.0% | -42.6% | +64.7% | +5.2% |
| All | +18.4% | -38.4% | +56.8% | +1.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling