+137.3%
UMC vs NVT
+53.3%
+84.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.5% | +6.5% | +5.6% |
| 7D | +13.6% | +7.0% | +6.6% | +8.5% |
| 30D | +20.8% | -2.3% | +23.1% | +22.1% |
| 3M | +16.1% | -3.1% | +19.2% | +19.3% |
| 6M | +137.3% | +47.0% | +90.3% | +110.2% |
| All | +137.3% | +53.3% | +84.0% | +110.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling