+40.3%
NXT vs UMAC
+549.5%
-509.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +9.3% | -8.2% | +0.4% |
| 7D | +2.9% | +14.7% | -11.8% | +1.7% |
| 30D | -17.2% | -0.5% | -16.7% | -17.6% |
| 3M | -32.0% | +0.5% | -32.5% | -32.8% |
| 6M | -15.8% | +57.9% | -73.7% | -19.9% |
| YTD | -1.9% | +103.9% | -105.8% | -8.5% |
| 1Y | +22.5% | +159.3% | -136.8% | +12.2% |
| All | +40.3% | +549.5% | -509.2% | +2.9% |
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