+218.2%
TER vs UMC
+135.7%
+82.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.1% | -0.8% | +1.0% |
| 7D | +11.0% | +6.6% | +4.4% | +6.6% |
| 30D | -1.9% | +16.6% | -18.4% | -11.1% |
| 3M | -0.7% | +11.0% | -11.7% | -6.8% |
| 6M | +36.4% | +131.3% | -94.9% | -22.2% |
| YTD | +92.4% | +182.5% | -90.0% | -10.0% |
| 1Y | +213.5% | +222.3% | -8.7% | +32.2% |
| 3Y | +277.2% | +253.0% | +24.2% | +46.2% |
| All | +218.2% | +135.7% | +82.5% | +63.1% |
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