+262.2%
UMC vs BG
+18.0%
+244.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +2.4% |
| 7D | +9.0% | +3.1% | +5.9% | +8.8% |
| 30D | +17.2% | +10.2% | +7.0% | +16.6% |
| 3M | +11.4% | -1.7% | +13.1% | +11.7% |
| 6M | +137.5% | +1.0% | +136.5% | +136.8% |
| YTD | +193.1% | +39.9% | +153.2% | +184.9% |
| 1Y | +240.3% | +53.2% | +187.1% | +227.1% |
| 3Y | +262.2% | +16.3% | +245.9% | +242.9% |
| All | +262.2% | +18.0% | +244.2% | +242.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling