+71.3%
NVTS vs UMAC
+473.8%
-402.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.5% | +6.8% | +4.8% |
| 7D | -1.4% | -3.4% | +2.0% | -0.9% |
| 30D | -16.5% | -15.1% | -1.4% | -14.7% |
| 3M | -47.6% | -10.8% | -36.9% | -47.3% |
| 6M | +7.3% | +15.7% | -8.4% | -1.4% |
| YTD | +62.9% | +80.1% | -17.3% | +39.7% |
| 1Y | +91.3% | +116.7% | -25.4% | +59.0% |
| All | +71.3% | +473.8% | -402.5% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling