+1,272.1%
UMC vs NVT
+712.1%
+560.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.5% | +6.5% | +4.9% |
| 7D | +13.6% | +7.0% | +6.6% | +10.8% |
| 30D | +20.8% | -2.3% | +23.1% | +21.5% |
| 3M | +16.1% | -3.1% | +19.2% | +18.1% |
| 6M | +137.3% | +47.0% | +90.3% | +108.7% |
| YTD | +193.8% | +56.2% | +137.5% | +152.0% |
| 1Y | +236.1% | +74.5% | +161.5% | +175.8% |
| 3Y | +267.1% | +184.0% | +83.1% | +141.6% |
| 5Y | +145.3% | +410.8% | -265.5% | +29.8% |
| All | +1,272.1% | +712.1% | +560.0% | +527.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling