+473.0%
EXC vs UMC
+259.6%
+213.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.6% | -5.6% | -1.6% |
| 7D | +0.3% | +5.0% | -4.7% | -0.3% |
| 30D | -3.7% | +7.7% | -11.4% | -4.6% |
| 3M | -1.3% | +1.7% | -2.9% | -2.6% |
| 6M | -9.7% | +113.9% | -123.6% | -18.9% |
| YTD | +2.9% | +168.9% | -166.0% | -10.5% |
| 1Y | +4.4% | +207.2% | -202.8% | -10.7% |
| 3Y | +22.2% | +227.7% | -205.5% | +2.2% |
| 5Y | +46.7% | +118.0% | -71.3% | +26.7% |
| 10Y | +155.3% | +1,682.1% | -1,526.8% | +59.4% |
| All | +473.0% | +259.6% | +213.4% | +206.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling