+115.0%
UMC vs BIL
+3.0%
+112.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -14.7% | -0.3% | -14.4% | -15.1% |
| 30D | -32.9% | 0.0% | -32.8% | -30.9% |
| 3M | -22.2% | +0.3% | -22.5% | -4.8% |
| 6M | +25.9% | +1.2% | +24.7% | +89.2% |
| YTD | +107.9% | +2.4% | +105.5% | +171.1% |
| 1Y | +115.0% | +3.0% | +112.0% | +136.2% |
| All | +115.0% | +3.0% | +112.0% | +136.2% |
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