+17.1%
TER vs UMC
+113.5%
-96.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.6% | +0.9% | +2.8% |
| 7D | +0.6% | +5.0% | -4.3% | -2.3% |
| 30D | -8.3% | +7.7% | -15.9% | -12.3% |
| 3M | -12.2% | +1.7% | -13.9% | -10.9% |
| 6M | +17.1% | +113.9% | -96.8% | -1.0% |
| All | +17.1% | +113.5% | -96.4% | -1.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling