+32.4%
USB vs NVTS
+6.3%
+26.0%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.4% | -7.4% | -0.3% |
| 7D | -0.5% | +7.9% | -8.5% | -0.8% |
| 30D | +5.7% | +0.8% | +4.9% | +5.6% |
| 3M | -4.7% | -26.0% | +21.3% | -4.2% |
| 6M | +13.4% | -55.5% | +68.9% | +14.4% |
| YTD | +17.0% | +41.0% | -24.0% | +8.5% |
| 1Y | +32.4% | +10.4% | +22.0% | +24.5% |
| All | +32.4% | +6.3% | +26.0% | +24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling