+137.3%
UMC vs NXT
-17.9%
+155.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.6% | +7.6% | +5.2% |
| 7D | +13.6% | -0.2% | +13.8% | +13.6% |
| 30D | +20.8% | -20.0% | +40.7% | +30.4% |
| 3M | +16.1% | -30.9% | +47.1% | +30.6% |
| 6M | +137.3% | -23.8% | +161.1% | +158.3% |
| All | +137.3% | -17.9% | +155.2% | +158.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling