+201.4%
B vs UMC
+1,863.6%
-1,662.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.8% | +0.2% |
| 7D | -2.4% | +9.0% | -11.4% | -3.4% |
| 30D | +6.3% | +17.2% | -10.9% | +4.2% |
| 3M | +12.1% | +11.4% | +0.7% | +9.4% |
| 6M | -3.1% | +137.5% | -140.6% | -14.3% |
| YTD | +2.0% | +193.1% | -191.1% | -12.3% |
| 1Y | +51.7% | +240.3% | -188.6% | +28.3% |
| 3Y | +190.5% | +262.2% | -71.7% | +142.7% |
| 5Y | +158.0% | +143.1% | +14.9% | +117.3% |
| All | +201.4% | +1,863.6% | -1,662.2% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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