+72.3%
BA vs UMC
+1,742.7%
-1,670.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.1% | -5.8% | -2.0% |
| 7D | +2.5% | +6.6% | -4.1% | +0.7% |
| 30D | -10.1% | +16.6% | -26.7% | -13.8% |
| 3M | -2.4% | +11.0% | -13.4% | -7.5% |
| 6M | -8.8% | +131.3% | -140.1% | -31.2% |
| YTD | -2.9% | +182.5% | -185.4% | -32.2% |
| 1Y | -8.8% | +222.3% | -231.0% | -38.9% |
| 3Y | -0.3% | +253.0% | -253.3% | -36.4% |
| 5Y | -0.3% | +141.8% | -142.1% | -31.4% |
| 10Y | +72.3% | +1,772.2% | -1,699.9% | -34.9% |
| All | +72.3% | +1,742.7% | -1,670.3% | -34.9% |
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