+1,003.0%
BE vs UMC
+1,050.2%
-47.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.4% | +4.3% | +5.2% |
| 7D | +9.0% | +9.0% | 0.0% | +3.5% |
| 30D | +16.3% | +17.2% | -1.0% | +5.6% |
| 3M | +10.8% | +11.4% | -0.6% | +6.3% |
| 6M | +73.2% | +137.5% | -64.3% | +4.6% |
| YTD | +217.4% | +193.1% | +24.2% | +63.3% |
| 1Y | +309.8% | +240.3% | +69.5% | +93.7% |
| 3Y | +1,726.2% | +262.2% | +1,464.0% | +706.2% |
| 5Y | +1,306.2% | +143.1% | +1,163.0% | +668.0% |
| All | +1,003.0% | +1,050.2% | -47.2% | +313.0% |
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