-10.8%
NVTS vs UMAC
+2.9%
-13.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -10.9% | +19.9% | +13.3% |
| 7D | -0.3% | -26.0% | +25.7% | +11.9% |
| 30D | -24.4% | -40.3% | +15.9% | -7.3% |
| 3M | -26.5% | -51.1% | +24.7% | -5.9% |
| 6M | -41.4% | -5.6% | -35.7% | -50.8% |
| YTD | +30.7% | +2.3% | +28.4% | -5.5% |
| 1Y | -10.8% | +7.9% | -18.7% | -37.3% |
| All | -10.8% | +2.9% | -13.7% | -37.3% |
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