+260.9%
UMC vs NSC
+3,504.5%
-3,243.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.5% | +5.3% |
| 7D | +6.6% | -1.5% | +8.1% | +7.4% |
| 30D | +16.6% | -1.9% | +18.5% | +17.6% |
| 3M | +11.0% | +6.2% | +4.8% | +7.0% |
| 6M | +131.3% | +9.2% | +122.1% | +118.7% |
| YTD | +182.5% | +15.0% | +167.5% | +158.5% |
| 1Y | +222.3% | +21.1% | +201.2% | +186.7% |
| 3Y | +253.0% | +78.6% | +174.4% | +147.6% |
| 5Y | +141.8% | +45.9% | +96.0% | +85.9% |
| 10Y | +1,772.2% | +326.9% | +1,445.4% | +596.9% |
| All | +260.9% | +3,504.5% | -3,243.6% | -68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling