+1,022.8%
NBIS vs UMAC
+1,390.3%
-367.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.2% |
| 7D | -0.8% | -3.4% | +2.6% | -0.2% |
| 30D | -13.4% | -15.1% | +1.7% | -11.4% |
| 3M | +1.0% | -10.8% | +11.8% | +2.4% |
| 6M | +100.5% | +15.7% | +84.8% | +90.0% |
| YTD | +168.3% | +80.1% | +88.1% | +141.7% |
| 1Y | +151.8% | +116.7% | +35.1% | +122.6% |
| All | +1,022.8% | +1,390.3% | -367.5% | +886.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling