+790.9%
NOW vs UMC
+1,867.9%
-1,077.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.0% | -6.3% | -3.3% |
| 7D | -4.1% | +13.6% | -17.7% | -7.2% |
| 30D | +2.9% | +20.8% | -17.9% | -2.2% |
| 3M | +22.6% | +16.1% | +6.4% | +13.0% |
| 6M | +7.5% | +137.3% | -129.8% | -21.2% |
| YTD | -14.4% | +193.8% | -208.2% | -42.6% |
| 1Y | -29.8% | +236.1% | -265.9% | -55.0% |
| 3Y | +9.2% | +267.1% | -257.9% | -33.7% |
| 5Y | +0.8% | +145.3% | -144.4% | -33.1% |
| 10Y | +790.9% | +1,857.3% | -1,066.4% | +216.7% |
| All | +790.9% | +1,867.9% | -1,077.0% | +216.7% |
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