+144.1%
UMC vs NSC
+42.7%
+101.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.7% |
| 7D | +9.0% | -2.8% | +11.8% | +10.1% |
| 30D | +17.2% | -4.5% | +21.8% | +19.1% |
| 3M | +11.4% | +3.5% | +7.9% | +9.4% |
| 6M | +137.5% | +8.5% | +129.0% | +128.3% |
| YTD | +193.1% | +12.3% | +180.8% | +176.8% |
| 1Y | +240.3% | +18.9% | +221.4% | +213.3% |
| 3Y | +262.2% | +74.1% | +188.1% | +167.9% |
| All | +144.1% | +42.7% | +101.5% | +109.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 5y: compounded portfolio wealth divided by compounded NSC 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…
5y analysis · Full analysis span regression · 6 months rolling