+1,842.6%
UMC vs NTRS
+259.9%
+1,582.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.0% |
| 7D | +9.0% | +1.4% | +7.6% | +8.5% |
| 30D | +17.2% | -0.7% | +17.9% | +17.5% |
| 3M | +11.4% | +11.3% | +0.1% | +7.5% |
| 6M | +137.5% | +35.5% | +102.0% | +114.3% |
| YTD | +193.1% | +40.6% | +152.5% | +159.9% |
| 1Y | +240.3% | +49.2% | +191.1% | +195.1% |
| 3Y | +262.2% | +167.2% | +95.0% | +150.6% |
| 5Y | +143.1% | +94.9% | +48.2% | +84.8% |
| All | +1,842.6% | +259.9% | +1,582.6% | +1,189.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling