-26.2%
NOW vs UMC
+59.9%
-86.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -1.3% |
| 7D | -3.0% | -17.0% | +14.0% | +1.5% |
| 30D | -26.0% | -40.6% | +14.5% | -15.8% |
| 3M | -13.1% | -27.9% | +14.8% | -7.1% |
| 6M | +14.5% | -7.5% | +22.0% | +4.0% |
| YTD | -33.4% | +79.3% | -112.7% | -56.5% |
| 1Y | -40.6% | +92.8% | -133.4% | -62.6% |
| 3Y | -16.3% | +108.2% | -124.5% | -52.3% |
| All | -26.2% | +59.9% | -86.1% | -53.7% |
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