+263.0%
UMC vs NXT
+89.5%
+173.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.6% | +7.6% | +4.5% |
| 7D | +13.6% | -0.2% | +13.8% | +13.6% |
| 30D | +20.8% | -20.0% | +40.7% | +24.6% |
| 3M | +16.1% | -30.9% | +47.1% | +22.2% |
| 6M | +137.3% | -23.8% | +161.1% | +145.9% |
| YTD | +193.8% | -5.4% | +199.2% | +196.7% |
| 1Y | +236.1% | +28.0% | +208.0% | +227.5% |
| All | +263.0% | +89.5% | +173.5% | +223.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling