+207.2%
UMC vs NVDX
+34.6%
+172.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.4% | +3.2% | +4.3% |
| 7D | +5.0% | +11.6% | -6.7% | +2.7% |
| 30D | +7.7% | +7.5% | +0.1% | +5.5% |
| 3M | +1.7% | +2.1% | -0.5% | -0.8% |
| 6M | +113.9% | +35.5% | +78.4% | +100.0% |
| YTD | +168.9% | +24.1% | +144.8% | +152.5% |
| 1Y | +207.2% | +33.0% | +174.2% | +190.0% |
| All | +207.2% | +34.6% | +172.6% | +190.0% |
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