+1,022.8%
NBIS vs UMC
+213.2%
+809.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -3.9% | -2.8% |
| 7D | -0.8% | +9.0% | -9.8% | -5.3% |
| 30D | -13.4% | +17.2% | -30.6% | -20.6% |
| 3M | +1.0% | +11.4% | -10.4% | -3.1% |
| 6M | +100.5% | +137.5% | -37.0% | +42.5% |
| YTD | +168.3% | +193.1% | -24.8% | +63.4% |
| 1Y | +151.8% | +240.3% | -88.5% | +40.2% |
| All | +1,022.8% | +213.2% | +809.5% | +504.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 3y: compounded portfolio wealth divided by compounded UMC 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…
3y analysis · Full analysis span regression · 6 months rolling