+41.5%
NU vs UMC
+157.5%
-115.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.4% | -5.0% | -3.5% |
| 7D | -4.9% | +9.0% | -13.9% | -7.9% |
| 30D | +7.8% | +17.2% | -9.4% | +1.4% |
| 3M | +20.9% | +11.4% | +9.5% | +10.8% |
| 6M | +0.9% | +137.5% | -136.6% | -36.5% |
| YTD | -12.7% | +193.1% | -205.8% | -52.6% |
| 1Y | -6.4% | +240.3% | -246.7% | -53.7% |
| 3Y | +98.1% | +262.2% | -164.1% | -11.1% |
| All | +41.5% | +157.5% | -115.9% | -21.2% |
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