+21.4%
USB vs NVTS
-36.0%
+57.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.4% | +7.2% | +1.2% |
| 7D | +2.6% | +3.9% | -1.4% | +2.4% |
| 30D | +8.4% | -4.3% | +12.7% | +8.3% |
| 3M | -5.5% | -34.5% | +28.9% | -4.1% |
| 6M | +17.7% | -57.7% | +75.4% | +20.8% |
| YTD | +17.6% | +25.4% | -7.8% | +12.1% |
| 1Y | +33.9% | +13.1% | +20.7% | +28.2% |
| 3Y | +103.8% | +48.9% | +54.9% | +81.2% |
| 5Y | +25.6% | -51.8% | +77.4% | +9.4% |
| All | +21.4% | -36.0% | +57.4% | +3.4% |
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