+240.3%
UMC vs BB
+104.0%
+136.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.6% | +1.8% |
| 7D | +9.0% | -0.4% | +9.4% | +9.1% |
| 30D | +17.2% | -12.5% | +29.8% | +21.5% |
| 3M | +11.4% | -17.4% | +28.8% | +17.1% |
| 6M | +137.5% | +119.1% | +18.4% | +90.8% |
| YTD | +193.1% | +102.4% | +90.7% | +138.8% |
| 1Y | +240.3% | +98.2% | +142.1% | +185.0% |
| All | +240.3% | +104.0% | +136.3% | +185.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling