+115.0%
UMC vs NVTS
-9.1%
+124.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +9.0% | -11.1% | -3.5% |
| 7D | -14.7% | -0.3% | -14.3% | -14.7% |
| 30D | -32.9% | -24.4% | -8.5% | -30.3% |
| 3M | -22.2% | -26.5% | +4.3% | -19.2% |
| 6M | +25.9% | -41.4% | +67.3% | +32.6% |
| YTD | +107.9% | +30.7% | +77.2% | +102.9% |
| 1Y | +115.0% | -10.8% | +125.8% | +117.0% |
| All | +115.0% | -9.1% | +124.1% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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