+115.0%
UMC vs NVT
+3.0%
+112.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -12.7% | +10.6% | +4.5% |
| 7D | -14.7% | -19.5% | +4.8% | -4.9% |
| 30D | -32.9% | -32.4% | -0.5% | -18.3% |
| 3M | -22.2% | -30.3% | +8.2% | -7.1% |
| 6M | +25.9% | -30.4% | +56.4% | +52.0% |
| YTD | +107.9% | +11.3% | +96.6% | +124.3% |
| 1Y | +115.0% | +3.6% | +111.5% | +137.4% |
| All | +115.0% | +3.0% | +112.0% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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