+322.4%
NET vs UMC
+140.7%
+181.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -2.0% |
| 7D | -16.4% | -14.7% | -1.7% | -12.6% |
| 30D | -25.8% | -32.9% | +7.0% | -17.5% |
| 3M | -11.5% | -22.2% | +10.6% | -6.0% |
| 6M | +18.9% | +25.9% | -7.0% | +1.9% |
| YTD | +35.2% | +107.9% | -72.7% | -6.2% |
| 1Y | +14.5% | +115.0% | -100.6% | -21.9% |
| All | +322.4% | +140.7% | +181.7% | +155.8% |
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