+1,842.6%
UMC vs BB
+1.6%
+1,841.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.6% | +2.0% |
| 7D | +9.0% | -0.4% | +9.4% | +9.1% |
| 30D | +17.2% | -12.5% | +29.8% | +19.8% |
| 3M | +11.4% | -17.4% | +28.8% | +14.4% |
| 6M | +137.5% | +119.1% | +18.4% | +105.6% |
| YTD | +193.1% | +102.4% | +90.7% | +156.8% |
| 1Y | +240.3% | +98.2% | +142.1% | +198.0% |
| 3Y | +262.2% | +46.9% | +215.3% | +217.4% |
| 5Y | +143.1% | -26.4% | +169.5% | +127.6% |
| All | +1,842.6% | +1.6% | +1,841.0% | +1,424.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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