+1,040.6%
NBIS vs UMC
+206.0%
+834.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.5% | -2.6% | -3.7% |
| 7D | +8.3% | +11.4% | -3.1% | +2.4% |
| 30D | +18.1% | +16.8% | +1.3% | +8.8% |
| 3M | +7.8% | +19.1% | -11.3% | +1.2% |
| 6M | +136.6% | +137.4% | -0.9% | +69.0% |
| YTD | +172.5% | +186.4% | -13.9% | +68.2% |
| 1Y | +144.3% | +229.1% | -84.8% | +38.6% |
| All | +1,040.6% | +206.0% | +834.5% | +522.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling