+69.0%
F vs UMC
+1,333.4%
-1,264.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.9% | -7.2% | -1.8% |
| 7D | -2.1% | +0.1% | -2.3% | -2.7% |
| 30D | +3.3% | -28.7% | +32.0% | +10.7% |
| 3M | -11.3% | -15.1% | +3.8% | -9.6% |
| 6M | +5.3% | +5.0% | +0.4% | -1.2% |
| YTD | -2.2% | +108.2% | -110.4% | -25.3% |
| 1Y | -3.5% | +121.7% | -125.3% | -27.7% |
| 3Y | +49.5% | +139.8% | -90.3% | +7.2% |
| 5Y | -13.5% | +85.1% | -98.6% | -35.8% |
| 10Y | +69.0% | +1,341.4% | -1,272.4% | -17.5% |
| All | +69.0% | +1,333.4% | -1,264.4% | -17.5% |
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