+144.1%
UMC vs BB
-26.5%
+170.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.6% | +1.9% |
| 7D | +9.0% | -0.4% | +9.4% | +9.1% |
| 30D | +17.2% | -12.5% | +29.8% | +20.7% |
| 3M | +11.4% | -17.4% | +28.8% | +15.5% |
| 6M | +137.5% | +119.1% | +18.4% | +94.2% |
| YTD | +193.1% | +102.4% | +90.7% | +143.6% |
| 1Y | +240.3% | +98.2% | +142.1% | +182.3% |
| 3Y | +262.2% | +46.9% | +215.3% | +206.5% |
| All | +144.1% | -26.5% | +170.6% | +133.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling