+116.7%
UMAC vs NVMI
+32.8%
+83.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.0% | -3.8% |
| 7D | -3.4% | -0.1% | -3.3% | -3.2% |
| 30D | -15.1% | -8.4% | -6.7% | -8.5% |
| 3M | -10.8% | -33.6% | +22.8% | +21.5% |
| 6M | +15.7% | -14.7% | +30.4% | +23.3% |
| YTD | +80.1% | +13.2% | +66.9% | +35.6% |
| 1Y | +116.7% | +29.0% | +87.7% | +70.0% |
| All | +116.7% | +32.8% | +83.9% | +70.0% |
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