+240.3%
UMC vs NVTS
+105.1%
+135.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.3% | -2.0% | +1.9% |
| 7D | +9.0% | -1.4% | +10.4% | +9.2% |
| 30D | +17.2% | -16.5% | +33.8% | +19.4% |
| 3M | +11.4% | -47.6% | +59.0% | +16.5% |
| 6M | +137.5% | +7.3% | +130.2% | +134.7% |
| YTD | +193.1% | +62.9% | +130.2% | +183.3% |
| 1Y | +240.3% | +91.3% | +149.0% | +225.8% |
| All | +240.3% | +105.1% | +135.2% | +225.8% |
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