+248.8%
NBIS vs UMAC
+164.0%
+84.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -3.1% | +10.5% | +8.5% |
| 7D | +8.2% | -0.9% | +9.1% | +8.5% |
| 30D | +3.4% | -7.7% | +11.0% | +5.2% |
| 3M | -12.8% | -26.4% | +13.6% | -7.1% |
| 6M | +131.5% | +61.9% | +69.7% | +72.1% |
| YTD | +170.5% | +86.5% | +84.0% | +88.1% |
| 1Y | +248.8% | +156.3% | +92.5% | +187.3% |
| All | +248.8% | +164.0% | +84.8% | +187.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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