+11.8%
NOW vs UMC
+252.5%
-240.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +5.1% | -10.0% | -5.4% |
| 7D | -6.1% | +6.6% | -12.7% | -6.6% |
| 30D | +7.5% | +16.6% | -9.1% | +6.0% |
| 3M | +17.5% | +11.0% | +6.5% | +12.7% |
| 6M | +7.9% | +131.3% | -123.4% | -12.2% |
| YTD | -12.4% | +182.5% | -194.9% | -34.2% |
| 1Y | -28.6% | +222.3% | -250.8% | -48.6% |
| 3Y | +11.8% | +253.0% | -241.2% | -27.7% |
| All | +11.8% | +252.5% | -240.7% | -27.7% |
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 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