+263.0%
UMC vs BB
+66.7%
+196.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.5% | +4.3% |
| 7D | +13.6% | +1.8% | +11.8% | +13.2% |
| 30D | +20.8% | -12.2% | +33.0% | +23.5% |
| 3M | +16.1% | -12.3% | +28.5% | +18.5% |
| 6M | +137.3% | +122.7% | +14.6% | +107.5% |
| YTD | +193.8% | +104.5% | +89.3% | +159.7% |
| 1Y | +236.1% | +106.7% | +129.4% | +196.2% |
| All | +263.0% | +66.7% | +196.3% | +202.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling