+532.2%
BE vs UMC
+77.4%
+454.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.6% | -3.3% |
| 7D | +10.8% | +11.2% | -0.4% | +3.5% |
| 30D | -19.8% | -28.0% | +8.3% | +1.7% |
| 3M | -18.7% | -20.5% | +1.8% | -3.6% |
| 6M | -33.7% | -1.6% | -32.2% | -30.2% |
| YTD | +121.0% | +99.4% | +21.6% | +39.1% |
| 1Y | +85.4% | +120.4% | -35.0% | +8.9% |
| 3Y | +1,709.5% | +134.2% | +1,575.3% | +876.6% |
| All | +532.2% | +77.4% | +454.7% | +290.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling