+192.6%
EXC vs UMC
+1,333.4%
-1,140.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.9% | -6.7% | -0.1% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | +8.3% | -28.7% | +37.0% | +9.7% |
| 3M | +2.6% | -15.1% | +17.7% | +3.0% |
| 6M | +5.2% | +5.0% | +0.2% | +3.4% |
| YTD | +7.5% | +108.2% | -100.6% | +0.3% |
| 1Y | +3.2% | +121.7% | -118.6% | -4.2% |
| 3Y | +29.5% | +139.8% | -110.2% | +18.3% |
| 5Y | +39.7% | +85.1% | -45.4% | +28.4% |
| All | +192.6% | +1,333.4% | -1,140.8% | +103.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling