+12.3%
BIL vs UMAC
+182.0%
-169.7%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.7% | 0.0% |
| 7D | +0.1% | -5.2% | +5.3% | +0.1% |
| 30D | +0.3% | -36.4% | +36.7% | +0.3% |
| 3M | +1.0% | -58.6% | +59.5% | +1.0% |
| 6M | +1.9% | -24.6% | +26.5% | +1.9% |
| YTD | +3.2% | -11.5% | +14.6% | +3.2% |
| 1Y | +3.7% | +16.9% | -13.2% | +3.7% |
| All | +12.3% | +182.0% | -169.7% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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