+207.2%
UMC vs BBY
+27.1%
+180.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.2% | +1.4% | +4.3% |
| 7D | +5.0% | +9.5% | -4.5% | +4.1% |
| 30D | +7.7% | +6.8% | +0.8% | +6.9% |
| 3M | +1.7% | +28.9% | -27.2% | -1.5% |
| 6M | +113.9% | +37.8% | +76.1% | +103.0% |
| YTD | +168.9% | +38.7% | +130.2% | +153.1% |
| 1Y | +207.2% | +23.7% | +183.5% | +194.9% |
| All | +207.2% | +27.1% | +180.1% | +194.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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