+911.5%
BE vs UMC
+955.2%
-43.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.6% | +2.8% | +4.5% |
| 7D | +20.0% | +5.0% | +15.0% | +16.5% |
| 30D | +7.9% | +7.7% | +0.2% | +3.3% |
| 3M | -13.2% | +1.7% | -14.9% | -11.8% |
| 6M | +53.5% | +113.9% | -60.5% | -1.1% |
| YTD | +191.0% | +168.9% | +22.1% | +57.8% |
| 1Y | +360.5% | +207.2% | +153.3% | +131.2% |
| 3Y | +1,568.0% | +227.7% | +1,340.3% | +682.0% |
| 5Y | +1,055.2% | +118.0% | +937.1% | +572.5% |
| All | +911.5% | +955.2% | -43.8% | +299.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling