+1,040.6%
NBIS vs UMAC
+1,427.9%
-387.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.2% | -1.8% | -4.6% |
| 7D | +8.3% | -4.0% | +12.3% | +9.0% |
| 30D | +18.1% | -9.4% | +27.4% | +19.7% |
| 3M | +7.8% | +3.0% | +4.8% | +7.1% |
| 6M | +136.6% | +27.2% | +109.4% | +121.6% |
| YTD | +172.5% | +84.7% | +87.8% | +144.5% |
| 1Y | +144.3% | +136.5% | +7.8% | +114.3% |
| All | +1,040.6% | +1,427.9% | -387.4% | +897.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling