+50.5%
B vs UMC
+227.6%
-177.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | 0.0% | -2.2% |
| 7D | -5.0% | +11.4% | -16.4% | -6.5% |
| 30D | +8.7% | +16.8% | -8.1% | +6.1% |
| 3M | +17.3% | +19.1% | -1.8% | +10.4% |
| 6M | -5.0% | +137.4% | -142.5% | -24.3% |
| YTD | +1.4% | +186.4% | -184.9% | -24.3% |
| 1Y | +50.5% | +229.1% | -178.6% | +3.7% |
| All | +50.5% | +227.6% | -177.1% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling