+207.2%
UMC vs BIL
+3.7%
+203.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.5% | +5.6% |
| 7D | +5.0% | +0.1% | +4.9% | +8.0% |
| 30D | +7.7% | +0.3% | +7.3% | +21.2% |
| 3M | +1.7% | +0.9% | +0.7% | +33.5% |
| 6M | +113.9% | +1.8% | +112.1% | +193.6% |
| YTD | +168.9% | +2.4% | +166.5% | +252.7% |
| 1Y | +207.2% | +3.7% | +203.5% | +294.6% |
| All | +207.2% | +3.7% | +203.5% | +294.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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