+40.6%
NVDL vs UMAC
+164.0%
-123.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.1% | +4.7% | +2.2% |
| 7D | +11.7% | -0.9% | +12.6% | +11.9% |
| 30D | +7.8% | -7.7% | +15.5% | +8.5% |
| 3M | +3.3% | -26.4% | +29.7% | +6.0% |
| 6M | +38.9% | +61.9% | -23.0% | +16.8% |
| YTD | +28.5% | +86.5% | -58.0% | +0.5% |
| 1Y | +40.6% | +156.3% | -115.7% | +0.6% |
| All | +40.6% | +164.0% | -123.4% | +0.6% |
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