-38.4%
U vs UMC
+577.4%
-615.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | +0.1% |
| 7D | 0.0% | +11.4% | -11.4% | -5.2% |
| 30D | -4.1% | +16.8% | -20.9% | -11.6% |
| 3M | +57.8% | +19.1% | +38.7% | +35.0% |
| 6M | +103.5% | +137.4% | -33.9% | +14.5% |
| YTD | -4.8% | +186.4% | -191.1% | -54.6% |
| 1Y | -2.4% | +229.1% | -231.5% | -57.3% |
| 3Y | +11.7% | +257.9% | -246.2% | -55.9% |
| 5Y | -68.9% | +137.5% | -206.4% | -85.3% |
| All | -38.4% | +577.4% | -615.8% | -79.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling