+1,709.5%
BE vs UMC
+131.8%
+1,577.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.6% | -3.4% |
| 7D | +10.8% | +11.2% | -0.4% | +4.0% |
| 30D | -19.8% | -28.0% | +8.3% | -0.4% |
| 3M | -18.7% | -20.5% | +1.8% | -4.8% |
| 6M | -33.7% | -1.6% | -32.2% | -27.3% |
| YTD | +121.0% | +99.4% | +21.6% | +65.4% |
| 1Y | +85.4% | +120.4% | -35.0% | +31.4% |
| 3Y | +1,709.5% | +134.2% | +1,575.3% | +1,042.9% |
| All | +1,709.5% | +131.8% | +1,577.8% | +1,042.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling