+115.0%
UMC vs BG
+7.2%
+107.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.4% | -4.5% | -1.9% |
| 7D | -14.7% | -3.8% | -10.9% | -14.8% |
| 30D | -32.9% | -9.6% | -23.3% | -33.2% |
| 3M | -22.2% | -8.5% | -13.6% | -22.4% |
| 6M | +25.9% | -23.0% | +49.0% | +25.1% |
| YTD | +107.9% | +10.9% | +97.0% | +119.1% |
| 1Y | +115.0% | +6.0% | +109.1% | +124.7% |
| All | +115.0% | +7.2% | +107.8% | +124.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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