+25.0%
USB vs NVTS
-15.6%
+40.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.3% | -6.6% | -0.5% |
| 7D | +1.4% | +2.7% | -1.3% | +1.3% |
| 30D | -1.3% | -4.5% | +3.1% | -1.2% |
| 3M | +15.2% | -61.5% | +76.8% | +19.7% |
| 6M | +18.8% | +28.0% | -9.2% | +14.5% |
| YTD | +21.0% | +65.3% | -44.3% | +14.4% |
| 1Y | +34.0% | +113.0% | -79.0% | +23.5% |
| 3Y | +95.3% | +34.7% | +60.6% | +78.0% |
| All | +25.0% | -15.6% | +40.6% | +5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling