+1,683.3%
BE vs UMC
+262.0%
+1,421.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.0% | -6.9% | -5.3% |
| 7D | +23.9% | +13.6% | +10.3% | +14.7% |
| 30D | +27.8% | +20.8% | +7.1% | +14.2% |
| 3M | +3.7% | +16.1% | -12.4% | -1.5% |
| 6M | +78.0% | +137.3% | -59.3% | +17.8% |
| YTD | +209.9% | +193.8% | +16.2% | +76.7% |
| 1Y | +389.6% | +236.1% | +153.5% | +160.2% |
| All | +1,683.3% | +262.0% | +1,421.3% | +716.5% |
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