+112.5%
NET vs UMC
+118.0%
-5.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.6% | -6.5% | -4.3% |
| 7D | -7.0% | +5.0% | -11.9% | -9.5% |
| 30D | -4.8% | +7.7% | -12.5% | -9.1% |
| 3M | +3.8% | +1.7% | +2.2% | -4.8% |
| 6M | +50.0% | +113.9% | -63.9% | -19.5% |
| YTD | +41.5% | +168.9% | -127.4% | -38.3% |
| 1Y | +32.8% | +207.2% | -174.4% | -48.1% |
| 3Y | +335.9% | +227.7% | +108.2% | +46.7% |
| All | +112.5% | +118.0% | -5.6% | -8.3% |
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 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