+144.1%
UMC vs NVT
+419.5%
-275.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.6% | -2.3% | +0.3% |
| 7D | +9.0% | +4.1% | +4.9% | +7.1% |
| 30D | +17.2% | -5.1% | +22.4% | +19.6% |
| 3M | +11.4% | -1.2% | +12.6% | +12.3% |
| 6M | +137.5% | +46.6% | +90.9% | +105.3% |
| YTD | +193.1% | +60.0% | +133.1% | +143.7% |
| 1Y | +240.3% | +70.8% | +169.5% | +173.5% |
| 3Y | +262.2% | +187.5% | +74.6% | +112.1% |
| All | +144.1% | +419.5% | -275.4% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling