+139.7%
UMC vs BIL
+13.8%
+125.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | +17.8% | +0.1% | +17.7% | +18.7% |
| 30D | -29.6% | +0.3% | -29.9% | -26.9% |
| 3M | -18.4% | +0.9% | -19.3% | -7.1% |
| 6M | -0.1% | +1.8% | -2.0% | +28.4% |
| YTD | +104.0% | +3.1% | +100.9% | +184.7% |
| 1Y | +121.5% | +3.7% | +117.8% | +218.9% |
| All | +139.7% | +13.8% | +125.9% | +436.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling