+275.3%
UMC vs NI
+1,126.6%
-851.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.2% |
| 7D | +13.6% | +1.3% | +12.4% | +13.0% |
| 30D | +20.8% | -0.3% | +21.0% | +20.8% |
| 3M | +16.1% | -9.5% | +25.6% | +21.0% |
| 6M | +137.3% | -10.2% | +147.5% | +147.2% |
| YTD | +193.8% | +1.8% | +192.0% | +188.8% |
| 1Y | +236.1% | +5.7% | +230.4% | +224.1% |
| 3Y | +267.1% | +69.6% | +197.5% | +177.0% |
| 5Y | +145.3% | +95.8% | +49.5% | +67.9% |
| 10Y | +1,857.3% | +145.1% | +1,712.2% | +938.7% |
| All | +275.3% | +1,126.6% | -851.3% | -49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling