+3.8%
EXC vs UMC
+227.6%
-223.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.8% |
| 7D | -1.6% | +11.4% | -13.0% | -1.1% |
| 30D | -2.4% | +16.8% | -19.2% | -1.5% |
| 3M | -4.0% | +19.1% | -23.1% | -3.1% |
| 6M | -9.8% | +137.4% | -147.2% | -7.6% |
| YTD | +2.3% | +186.4% | -184.1% | +6.4% |
| 1Y | +3.8% | +229.1% | -225.2% | +8.7% |
| All | +3.8% | +227.6% | -223.8% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling