-97.9%
NVD vs UMAC
+508.0%
-605.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.4% | +8.3% | +1.2% |
| 7D | +0.5% | +3.3% | -2.7% | +0.9% |
| 30D | -9.3% | -10.4% | +1.1% | -9.4% |
| 3M | -22.1% | +1.8% | -23.8% | -19.8% |
| 6M | -45.8% | +40.7% | -86.5% | -40.5% |
| YTD | -46.7% | +90.9% | -137.6% | -39.1% |
| 1Y | -59.5% | +151.8% | -211.2% | -51.7% |
| All | -97.9% | +508.0% | -605.9% | -97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling