+62.3%
NEE vs UMAC
+549.5%
-487.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.3% | -8.9% | +0.3% |
| 7D | +1.1% | +14.7% | -13.6% | +0.9% |
| 30D | -0.2% | -0.5% | +0.3% | -0.3% |
| 3M | +0.5% | +0.5% | 0.0% | +0.2% |
| 6M | -6.5% | +57.9% | -64.5% | -8.0% |
| YTD | +6.7% | +103.9% | -97.2% | +4.4% |
| 1Y | +23.6% | +159.3% | -135.7% | +20.1% |
| All | +62.3% | +549.5% | -487.2% | +47.6% |
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