+44.6%
NU vs UMAC
+508.0%
-463.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.4% | +4.2% | -2.0% |
| 7D | -2.6% | +3.3% | -5.9% | -2.7% |
| 30D | +8.2% | -10.4% | +18.6% | +8.5% |
| 3M | +26.3% | +1.8% | +24.5% | +25.7% |
| 6M | +2.2% | +40.7% | -38.5% | +0.2% |
| YTD | -10.4% | +90.9% | -101.3% | -12.9% |
| 1Y | -3.0% | +151.8% | -154.7% | -6.3% |
| All | +44.6% | +508.0% | -463.4% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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