+75.5%
UMC vs NTRS
+37.4%
+38.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -3.7% | -13.0% | -15.1% |
| 7D | -25.8% | -0.9% | -24.9% | -25.1% |
| 30D | -42.3% | +1.1% | -43.4% | -42.1% |
| 3M | -30.6% | -6.6% | -24.0% | -28.8% |
| 6M | -2.8% | +7.1% | -9.9% | -1.6% |
| YTD | +73.2% | +27.4% | +45.9% | +74.3% |
| 1Y | +75.5% | +36.5% | +38.9% | +71.7% |
| All | +75.5% | +37.4% | +38.1% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling