+18.8%
NVDL vs UMC
+238.8%
-220.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.5% | -0.8% |
| 7D | -10.3% | +9.0% | -19.3% | -12.5% |
| 30D | -7.1% | +17.2% | -24.4% | -11.5% |
| 3M | +6.6% | +11.4% | -4.8% | +2.2% |
| 6M | +21.1% | +137.5% | -116.4% | -2.3% |
| YTD | +15.2% | +193.1% | -177.9% | -20.1% |
| 1Y | +18.8% | +240.3% | -221.5% | -22.6% |
| All | +18.8% | +238.8% | -220.0% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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