+159.0%
EXC vs UMC
+1,867.9%
-1,708.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.6% | -0.8% |
| 7D | +0.3% | +13.6% | -13.3% | -0.3% |
| 30D | -0.9% | +20.8% | -21.6% | -1.8% |
| 3M | -2.7% | +16.1% | -18.8% | -4.0% |
| 6M | -9.4% | +137.3% | -146.7% | -15.2% |
| YTD | +3.0% | +193.8% | -190.7% | -5.4% |
| 1Y | +5.1% | +236.1% | -230.9% | -4.5% |
| 3Y | +20.6% | +267.1% | -246.5% | +7.5% |
| 5Y | +45.7% | +145.3% | -99.6% | +32.6% |
| All | +159.0% | +1,867.9% | -1,708.9% | +69.0% |
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 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