+232.4%
UMC vs NXT
+173.5%
+58.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +2.1% |
| 7D | +9.0% | -1.9% | +10.9% | +9.3% |
| 30D | +17.2% | -20.0% | +37.3% | +20.9% |
| 3M | +11.4% | -30.7% | +42.1% | +17.0% |
| 6M | +137.5% | -29.0% | +166.5% | +147.4% |
| YTD | +193.1% | -4.8% | +198.0% | +195.2% |
| 1Y | +240.3% | +22.8% | +217.5% | +232.4% |
| 3Y | +262.2% | +93.9% | +168.3% | +225.2% |
| All | +232.4% | +173.5% | +58.9% | +197.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling