+2,494.8%
NVDL vs UMC
+268.3%
+2,226.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.5% | -2.2% | -2.9% |
| 7D | -8.7% | +11.4% | -20.1% | -16.1% |
| 30D | -1.3% | +16.8% | -18.1% | -13.3% |
| 3M | +11.4% | +19.1% | -7.7% | -11.7% |
| 6M | +22.9% | +137.4% | -114.5% | -52.9% |
| YTD | +15.4% | +186.4% | -171.0% | -70.3% |
| 1Y | +18.8% | +229.1% | -210.3% | -75.1% |
| 3Y | +641.4% | +257.9% | +383.5% | +51.5% |
| All | +2,494.8% | +268.3% | +2,226.4% | +379.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling