+45.2%
NU vs UMC
+158.0%
-112.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.0% | -6.1% | -3.5% |
| 7D | -2.6% | +13.6% | -16.2% | -7.1% |
| 30D | +8.2% | +20.8% | -12.5% | +0.7% |
| 3M | +26.3% | +16.1% | +10.1% | +13.6% |
| 6M | +2.2% | +137.3% | -135.0% | -35.6% |
| YTD | -10.4% | +193.8% | -204.1% | -51.4% |
| 1Y | -3.0% | +236.1% | -239.1% | -51.6% |
| 3Y | +120.3% | +267.1% | -146.8% | -1.9% |
| All | +45.2% | +158.0% | -112.8% | -19.1% |
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