+158.8%
B vs UMC
+145.1%
+13.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -2.9% | +0.4% |
| 7D | +1.0% | +13.6% | -12.6% | -1.2% |
| 30D | +9.5% | +20.8% | -11.3% | +5.8% |
| 3M | +14.3% | +16.1% | -1.8% | +9.1% |
| 6M | -1.9% | +137.3% | -139.2% | -19.3% |
| YTD | +4.1% | +193.8% | -189.7% | -18.4% |
| 1Y | +56.1% | +236.1% | -180.0% | +19.1% |
| 3Y | +202.0% | +267.1% | -65.1% | +124.3% |
| 5Y | +158.8% | +145.3% | +13.5% | +78.4% |
| All | +158.8% | +145.1% | +13.7% | +78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling