+32.6%
NET vs UMC
+99.4%
-66.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -1.5% |
| 7D | -16.4% | -14.7% | -1.7% | -8.9% |
| 30D | -25.8% | -32.9% | +7.0% | -8.4% |
| 3M | -11.5% | -22.2% | +10.6% | -0.9% |
| 6M | +18.9% | +25.9% | -7.0% | -12.1% |
| YTD | +35.2% | +107.9% | -72.7% | -35.0% |
| 1Y | +14.5% | +115.0% | -100.6% | -46.7% |
| 3Y | +313.8% | +137.6% | +176.2% | +60.6% |
| 5Y | +32.6% | +95.9% | -63.3% | -38.7% |
| All | +32.6% | +99.4% | -66.8% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling