+1,851.9%
TER vs UMC
+1,863.6%
-11.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +1.4% |
| 7D | +6.4% | +9.0% | -2.6% | +1.8% |
| 30D | -5.7% | +17.2% | -22.9% | -13.2% |
| 3M | -0.4% | +11.4% | -11.8% | -5.3% |
| 6M | +25.8% | +137.5% | -111.7% | -19.6% |
| YTD | +96.4% | +193.1% | -96.7% | +9.0% |
| 1Y | +229.2% | +240.3% | -11.1% | +68.7% |
| 3Y | +288.1% | +262.2% | +25.9% | +93.3% |
| 5Y | +219.9% | +143.1% | +76.8% | +87.5% |
| All | +1,851.9% | +1,863.6% | -11.6% | +362.8% |
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