+21.3%
EXC vs UMC
+252.5%
-231.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.1% | -4.3% | +0.9% |
| 7D | +1.2% | +6.6% | -5.4% | +1.5% |
| 30D | -2.7% | +16.6% | -19.3% | -2.1% |
| 3M | -1.0% | +11.0% | -12.0% | -0.6% |
| 6M | -9.3% | +131.3% | -140.6% | -7.8% |
| YTD | +3.6% | +182.5% | -178.9% | +5.8% |
| 1Y | +5.9% | +222.3% | -216.3% | +8.3% |
| 3Y | +21.3% | +253.0% | -231.7% | +16.6% |
| All | +21.3% | +252.5% | -231.2% | +16.6% |
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