+7.9%
UMAC vs NVMI
-11.6%
+19.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -2.4% | -8.4% | -8.8% |
| 7D | -26.0% | -11.8% | -14.3% | -17.2% |
| 30D | -40.3% | -24.8% | -15.5% | -23.6% |
| 3M | -51.1% | -28.6% | -22.6% | -35.2% |
| 6M | -5.6% | -40.0% | +34.4% | +39.7% |
| YTD | +2.3% | -10.1% | +12.3% | -11.3% |
| 1Y | +7.9% | -9.8% | +17.6% | -6.0% |
| All | +7.9% | -11.6% | +19.4% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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