+70.8%
NVTS vs UMAC
+508.0%
-437.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.4% | +3.1% | -2.1% |
| 7D | +3.5% | +3.3% | +0.2% | +2.7% |
| 30D | -11.9% | -10.4% | -1.5% | -11.0% |
| 3M | -49.2% | +1.8% | -51.0% | -50.1% |
| 6M | +38.4% | +40.7% | -2.3% | +23.2% |
| YTD | +62.5% | +90.9% | -28.4% | +37.8% |
| 1Y | +101.4% | +151.8% | -50.4% | +63.7% |
| All | +70.8% | +508.0% | -437.2% | +21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling