+514.0%
NOW vs UMC
+1,272.7%
-758.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.1% |
| 7D | +0.3% | +11.2% | -10.9% | -2.3% |
| 30D | -27.0% | -28.0% | +1.1% | -21.2% |
| 3M | -19.6% | -20.5% | +0.9% | -16.3% |
| 6M | +17.5% | -1.6% | +19.0% | +9.6% |
| YTD | -33.3% | +99.4% | -132.6% | -51.3% |
| 1Y | -39.8% | +120.4% | -160.2% | -57.5% |
| 3Y | -19.9% | +134.2% | -154.1% | -46.0% |
| 5Y | -26.1% | +78.8% | -104.9% | -47.4% |
| All | +514.0% | +1,272.7% | -758.8% | +142.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling