+657.4%
UMAC vs NVDX
+221.4%
+436.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | -3.4% | -10.2% | +6.8% | -0.7% |
| 30D | -15.1% | -7.3% | -7.8% | -13.4% |
| 3M | -10.8% | +5.5% | -16.3% | -12.2% |
| 6M | +15.7% | +18.3% | -2.6% | +10.8% |
| YTD | +80.1% | +11.4% | +68.7% | +73.6% |
| 1Y | +116.7% | +12.7% | +104.0% | +109.4% |
| All | +657.4% | +221.4% | +436.0% | +541.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling