+115.0%
UMC vs NI
+9.5%
+105.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -1.9% |
| 7D | -14.7% | +3.9% | -18.6% | -14.2% |
| 30D | -32.9% | +15.3% | -48.1% | -32.4% |
| 3M | -22.2% | +2.4% | -24.5% | -21.4% |
| 6M | +25.9% | -4.5% | +30.4% | +26.4% |
| YTD | +107.9% | +11.4% | +96.6% | +102.3% |
| 1Y | +115.0% | +8.5% | +106.6% | +110.8% |
| All | +115.0% | +9.5% | +105.6% | +110.8% |
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