+1,842.6%
UMC vs NRG
+1,083.9%
+758.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.7% | +2.0% |
| 7D | +9.0% | -4.7% | +13.7% | +10.0% |
| 30D | +17.2% | -6.0% | +23.2% | +18.5% |
| 3M | +11.4% | -8.0% | +19.4% | +12.7% |
| 6M | +137.5% | -23.2% | +160.7% | +147.1% |
| YTD | +193.1% | -28.1% | +221.2% | +207.9% |
| 1Y | +240.3% | -27.3% | +267.6% | +255.4% |
| 3Y | +262.2% | +208.7% | +53.5% | +165.6% |
| 5Y | +143.1% | +197.7% | -54.5% | +77.3% |
| All | +1,842.6% | +1,083.9% | +758.6% | +1,104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 10y: compounded portfolio wealth divided by compounded NRG 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…
10y analysis · Full analysis span regression · 6 months rolling