+115.0%
UMC vs NVD
-27.4%
+142.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.5% | -8.5% | -0.6% |
| 7D | -14.7% | +15.0% | -29.6% | -11.6% |
| 30D | -32.9% | +39.3% | -72.1% | -27.3% |
| 3M | -22.2% | +3.1% | -25.3% | -20.3% |
| 6M | +25.9% | -19.0% | +44.9% | +27.8% |
| YTD | +107.9% | -35.5% | +143.4% | +106.4% |
| 1Y | +115.0% | -30.2% | +145.2% | +121.0% |
| All | +115.0% | -27.4% | +142.4% | +121.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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