+234.7%
UMC vs NVDX
+774.9%
-540.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.4% | +1.9% | -1.8% |
| 7D | +11.4% | -8.6% | +20.0% | +12.9% |
| 30D | +16.8% | -1.4% | +18.2% | +16.4% |
| 3M | +19.1% | +10.6% | +8.5% | +16.4% |
| 6M | +137.4% | +20.2% | +117.3% | +127.8% |
| YTD | +186.4% | +11.8% | +174.6% | +175.2% |
| 1Y | +229.1% | +12.9% | +216.2% | +212.9% |
| All | +234.7% | +774.9% | -540.2% | +100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling