+77.6%
UMC vs BEN
+28.2%
+49.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.5% |
| 7D | +11.2% | +6.8% | +4.4% | +7.8% |
| 30D | -28.0% | +18.0% | -46.0% | -33.2% |
| 3M | -20.5% | +7.5% | -28.0% | -23.0% |
| 6M | -1.6% | +14.7% | -16.3% | -7.5% |
| YTD | +99.4% | +56.1% | +43.3% | +61.7% |
| 1Y | +120.4% | +69.6% | +50.8% | +71.9% |
| 3Y | +134.2% | +87.7% | +46.6% | +61.6% |
| All | +77.6% | +28.2% | +49.3% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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