+89.2%
TER vs UMC
+87.9%
+1.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +6.9% | +1.4% | +3.7% |
| 7D | +5.9% | +0.1% | +5.8% | +6.3% |
| 30D | -30.8% | -28.7% | -2.1% | -12.9% |
| 3M | -29.9% | -15.1% | -14.8% | -21.6% |
| 6M | -27.5% | +5.0% | -32.4% | -29.2% |
| YTD | +37.5% | +108.2% | -70.7% | -22.0% |
| 1Y | +50.3% | +121.7% | -71.5% | -18.7% |
| 3Y | +204.9% | +139.8% | +65.1% | +52.2% |
| 5Y | +89.2% | +85.1% | +4.1% | +16.1% |
| All | +89.2% | +87.9% | +1.3% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling