+31.4%
EXC vs UMC
+126.3%
-94.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.2% |
| 7D | +0.1% | -8.3% | +8.4% | -0.2% |
| 30D | +9.0% | -34.5% | +43.5% | +7.2% |
| 3M | +3.3% | -20.0% | +23.2% | +2.5% |
| 6M | +5.7% | -0.7% | +6.4% | +5.6% |
| YTD | +7.3% | +94.7% | -87.4% | +9.7% |
| 1Y | +2.9% | +106.0% | -103.1% | +5.3% |
| All | +31.4% | +126.3% | -94.9% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling