+55.3%
BE vs UMC
+112.5%
-57.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.1% | -4.3% | -4.9% |
| 7D | -12.1% | -14.7% | +2.5% | -1.9% |
| 30D | -30.1% | -32.9% | +2.8% | -8.1% |
| 3M | -12.1% | -22.2% | +10.0% | +4.2% |
| 6M | -30.6% | +25.9% | -56.5% | -29.7% |
| YTD | +130.6% | +107.9% | +22.7% | +67.0% |
| 1Y | +55.3% | +115.0% | -59.7% | +5.7% |
| All | +55.3% | +112.5% | -57.2% | +5.7% |
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