+162.3%
NVT vs UMAC
+473.8%
-311.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.5% | +7.1% | +4.8% |
| 7D | +4.1% | -3.4% | +7.5% | +4.2% |
| 30D | -5.1% | -15.1% | +10.0% | -4.7% |
| 3M | -1.2% | -10.8% | +9.6% | -1.4% |
| 6M | +46.6% | +15.7% | +30.9% | +42.6% |
| YTD | +60.0% | +80.1% | -20.2% | +52.1% |
| 1Y | +70.8% | +116.7% | -45.9% | +60.4% |
| All | +162.3% | +473.8% | -311.5% | +140.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling