+7.9%
UMAC vs NVDX
-27.2%
+35.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -6.2% | -4.7% | -7.2% |
| 7D | -26.0% | -14.1% | -12.0% | -18.6% |
| 30D | -40.3% | -31.3% | -9.0% | -25.3% |
| 3M | -51.1% | -16.2% | -35.0% | -46.5% |
| 6M | -5.6% | -11.9% | +6.2% | 0.0% |
| YTD | +2.3% | -9.4% | +11.7% | -1.6% |
| 1Y | +7.9% | -23.9% | +31.7% | +13.4% |
| All | +7.9% | -27.2% | +35.1% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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