+2,771.1%
NOW vs UMC
+1,732.5%
+1,038.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.6% | -7.6% | -4.1% |
| 7D | -2.4% | +5.0% | -7.3% | -3.6% |
| 30D | +20.5% | +7.7% | +12.8% | +18.0% |
| 3M | +18.3% | +1.7% | +16.7% | +13.3% |
| 6M | +24.1% | +113.9% | -89.9% | -5.6% |
| YTD | -7.8% | +168.9% | -176.7% | -35.8% |
| 1Y | -21.4% | +207.2% | -228.6% | -47.6% |
| 3Y | +19.5% | +227.7% | -208.2% | -23.5% |
| 5Y | +4.1% | +118.0% | -114.0% | -27.2% |
| 10Y | +826.4% | +1,682.1% | -855.7% | +255.5% |
| All | +2,771.1% | +1,732.5% | +1,038.6% | +990.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling