-1.6%
UMC vs NXT
-36.3%
+34.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.9% |
| 7D | +11.2% | -9.4% | +20.6% | +15.6% |
| 30D | -28.0% | +15.1% | -43.1% | -32.3% |
| 3M | -20.5% | -9.1% | -11.4% | -16.8% |
| 6M | -1.6% | -30.3% | +28.8% | +11.1% |
| All | -1.6% | -36.3% | +34.8% | +11.1% |
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