+151.8%
NBIS vs UMAC
+129.0%
+22.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -0.7% |
| 7D | -0.8% | -3.4% | +2.6% | +0.5% |
| 30D | -13.4% | -15.1% | +1.7% | -9.3% |
| 3M | +1.0% | -10.8% | +11.8% | +2.6% |
| 6M | +100.5% | +15.7% | +84.8% | +67.4% |
| YTD | +168.3% | +80.1% | +88.1% | +80.6% |
| 1Y | +151.8% | +116.7% | +35.1% | +60.4% |
| All | +151.8% | +129.0% | +22.7% | +60.4% |
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