+31.8%
USB vs NVTS
-12.4%
+44.2%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.5% | -10.0% | -0.7% |
| 7D | 0.0% | +1.5% | -1.5% | -0.1% |
| 30D | +5.8% | -23.8% | +29.6% | +6.4% |
| 3M | -6.0% | -30.6% | +24.6% | -5.3% |
| 6M | +7.8% | -48.4% | +56.1% | +7.6% |
| YTD | +14.6% | +20.6% | -6.0% | +8.4% |
| 1Y | +31.8% | -2.5% | +34.3% | +25.2% |
| All | +31.8% | -12.4% | +44.2% | +25.2% |
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