+1,303.4%
UMC vs NTR
+98.7%
+1,204.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | -0.1% | -1.9% |
| 7D | +11.4% | -2.5% | +13.8% | +12.1% |
| 30D | +16.8% | +17.0% | -0.2% | +12.2% |
| 3M | +19.1% | +22.2% | -3.1% | +12.9% |
| 6M | +137.4% | +5.2% | +132.3% | +132.1% |
| YTD | +186.4% | +29.7% | +156.7% | +163.4% |
| 1Y | +229.1% | +39.4% | +189.7% | +195.5% |
| 3Y | +257.9% | +38.2% | +219.7% | +216.8% |
| 5Y | +137.5% | +47.6% | +89.9% | +97.0% |
| All | +1,303.4% | +98.7% | +1,204.7% | +967.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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