+115.0%
UMC vs NXT
+10.5%
+104.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +11.1% | -13.2% | -4.6% |
| 7D | -14.7% | +30.0% | -44.7% | -20.2% |
| 30D | -32.9% | +28.6% | -61.5% | -37.1% |
| 3M | -22.2% | +8.4% | -30.5% | -24.3% |
| 6M | +25.9% | -8.7% | +34.7% | +26.9% |
| YTD | +107.9% | +22.5% | +85.4% | +107.2% |
| 1Y | +115.0% | +6.9% | +108.1% | +118.8% |
| All | +115.0% | +10.5% | +104.6% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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