+262.2%
UMC vs NI
+68.9%
+193.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +9.0% | 0.0% | +9.0% | +9.0% |
| 30D | +17.2% | -1.4% | +18.6% | +17.4% |
| 3M | +11.4% | -10.6% | +22.0% | +12.0% |
| 6M | +137.5% | -9.3% | +146.8% | +138.2% |
| YTD | +193.1% | +1.1% | +192.0% | +190.7% |
| 1Y | +240.3% | +3.4% | +236.9% | +236.9% |
| 3Y | +262.2% | +67.9% | +194.3% | +238.5% |
| All | +262.2% | +68.9% | +193.3% | +238.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling