+1,218.2%
BE vs UMC
+134.9%
+1,083.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.5% | -1.5% | -2.3% |
| 7D | +9.7% | +11.4% | -1.6% | +2.1% |
| 30D | +22.4% | +16.8% | +5.6% | +10.3% |
| 3M | +10.4% | +19.1% | -8.7% | +1.0% |
| 6M | +67.9% | +137.4% | -69.6% | -3.7% |
| YTD | +197.5% | +186.4% | +11.1% | +43.1% |
| 1Y | +310.6% | +229.1% | +81.5% | +79.7% |
| 3Y | +1,657.2% | +257.9% | +1,399.4% | +587.0% |
| 5Y | +1,218.2% | +137.5% | +1,080.6% | +586.9% |
| All | +1,218.2% | +134.9% | +1,083.3% | +586.9% |
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 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