-54.2%
NVD vs UMAC
+129.0%
-183.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.7% | -0.2% |
| 7D | +10.8% | -3.4% | +14.2% | +10.2% |
| 30D | +0.8% | -15.1% | +15.9% | -0.5% |
| 3M | -20.8% | -10.8% | -10.1% | -18.6% |
| 6M | -41.2% | +15.7% | -56.8% | -32.3% |
| YTD | -44.2% | +80.1% | -124.3% | -25.7% |
| 1Y | -54.2% | +116.7% | -170.9% | -33.8% |
| All | -54.2% | +129.0% | -183.2% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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