+464.1%
TER vs UMC
+178.4%
+285.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +6.9% | +1.4% | +4.9% |
| 7D | +5.9% | +0.1% | +5.8% | +6.4% |
| 30D | -30.8% | -28.7% | -2.1% | -17.4% |
| 3M | -29.9% | -15.1% | -14.8% | -23.4% |
| 6M | -27.5% | +5.0% | -32.4% | -28.4% |
| YTD | +37.5% | +108.2% | -70.7% | -7.0% |
| 1Y | +50.3% | +121.7% | -71.5% | -1.4% |
| 3Y | +204.9% | +139.8% | +65.1% | +92.7% |
| 5Y | +89.2% | +85.1% | +4.1% | +35.8% |
| 10Y | +1,077.0% | +1,341.4% | -264.4% | +182.3% |
| All | +464.1% | +178.4% | +285.6% | +67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling