+91.5%
USB vs NVTS
+36.9%
+54.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.5% | -10.0% | -0.8% |
| 7D | 0.0% | +1.5% | -1.5% | -0.1% |
| 30D | +5.8% | -23.8% | +29.6% | +6.6% |
| 3M | -6.0% | -30.6% | +24.6% | -5.1% |
| 6M | +7.8% | -48.4% | +56.1% | +8.7% |
| YTD | +14.6% | +20.6% | -6.0% | +10.9% |
| 1Y | +31.8% | -2.5% | +34.3% | +28.3% |
| 3Y | +91.5% | +44.0% | +47.5% | +92.7% |
| All | +91.5% | +36.9% | +54.6% | +92.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling