+253.9%
UMC vs BIL
+14.1%
+239.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.4% |
| 7D | +11.4% | +0.1% | +11.3% | +12.2% |
| 30D | +16.8% | +0.3% | +16.5% | +21.7% |
| 3M | +19.1% | +0.9% | +18.2% | +34.4% |
| 6M | +137.4% | +1.8% | +135.6% | +185.4% |
| YTD | +186.4% | +2.5% | +183.9% | +254.4% |
| 1Y | +229.1% | +3.7% | +225.4% | +332.7% |
| All | +253.9% | +14.1% | +239.8% | +365.4% |
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