+207.2%
UMC vs NI
+1.4%
+205.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.2% | +4.6% |
| 7D | +5.0% | +2.0% | +2.9% | +4.8% |
| 30D | +7.7% | -3.5% | +11.2% | +8.0% |
| 3M | +1.7% | -9.1% | +10.8% | +1.5% |
| 6M | +113.9% | -11.8% | +125.8% | +114.3% |
| YTD | +168.9% | +1.1% | +167.8% | +159.6% |
| 1Y | +207.2% | +6.7% | +200.5% | +191.2% |
| All | +207.2% | +1.4% | +205.8% | +191.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 1y: compounded portfolio wealth divided by compounded NI 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…
1y analysis · Full analysis span regression · 6 months rolling