+657.7%
TER vs UMC
+259.6%
+398.1%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.6% | +0.9% | +3.3% |
| 7D | +0.6% | +5.0% | -4.3% | -1.8% |
| 30D | -8.3% | +7.7% | -15.9% | -11.7% |
| 3M | -12.2% | +1.7% | -13.9% | -12.3% |
| 6M | +17.1% | +113.9% | -96.8% | -20.5% |
| YTD | +84.7% | +168.9% | -84.2% | +9.0% |
| 1Y | +199.9% | +207.2% | -7.3% | +65.7% |
| 3Y | +232.8% | +227.7% | +5.1% | +78.6% |
| 5Y | +198.6% | +118.0% | +80.5% | +94.4% |
| 10Y | +1,669.7% | +1,682.1% | -12.4% | +277.7% |
| All | +657.7% | +259.6% | +398.1% | +96.7% |
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