+185.8%
UMC vs NVTS
-17.0%
+202.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.3% | +7.3% | +4.3% |
| 7D | +13.6% | +3.5% | +10.1% | +13.2% |
| 30D | +20.8% | -11.9% | +32.7% | +22.1% |
| 3M | +16.1% | -49.2% | +65.4% | +23.1% |
| 6M | +137.3% | +38.4% | +98.9% | +124.8% |
| YTD | +193.8% | +62.5% | +131.3% | +170.8% |
| 1Y | +236.1% | +101.4% | +134.7% | +197.1% |
| 3Y | +267.1% | +40.4% | +226.7% | +221.2% |
| All | +185.8% | -17.0% | +202.8% | +134.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling