+207.2%
UMC vs NVTS
+109.2%
+98.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.3% | -1.7% | +3.9% |
| 7D | +5.0% | +2.7% | +2.3% | +4.6% |
| 30D | +7.7% | -4.5% | +12.1% | +7.9% |
| 3M | +1.7% | -61.5% | +63.2% | +7.7% |
| 6M | +113.9% | +28.0% | +85.9% | +110.0% |
| YTD | +168.9% | +65.3% | +103.6% | +159.9% |
| 1Y | +207.2% | +113.0% | +94.2% | +198.0% |
| All | +207.2% | +109.2% | +98.0% | +198.0% |
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