+153.2%
NBIS vs UMAC
+31.5%
+121.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.4% | +4.9% | +0.6% |
| 7D | +17.8% | +3.3% | +14.5% | +16.4% |
| 30D | +30.5% | -10.4% | +40.9% | +34.0% |
| 3M | +9.2% | +1.8% | +7.4% | +5.5% |
| 6M | +153.2% | +40.7% | +112.4% | +119.9% |
| All | +153.2% | +31.5% | +121.7% | +119.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling