+253.9%
UMC vs NVTS
+32.4%
+221.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.9% | +1.4% | -2.3% |
| 7D | +11.4% | +0.5% | +10.9% | +11.3% |
| 30D | +16.8% | -18.0% | +34.8% | +18.2% |
| 3M | +19.1% | -45.6% | +64.7% | +23.0% |
| 6M | +137.4% | +28.5% | +109.0% | +132.3% |
| YTD | +186.4% | +56.2% | +130.2% | +175.9% |
| 1Y | +229.1% | +97.7% | +131.4% | +210.4% |
| All | +253.9% | +32.4% | +221.5% | +267.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling