+685.8%
UMC vs BIL
+31.3%
+654.5%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.1% |
| 7D | +11.2% | +0.1% | +11.1% | +11.8% |
| 30D | -28.0% | +0.3% | -28.4% | -26.2% |
| 3M | -20.5% | +1.0% | -21.5% | -15.0% |
| 6M | -1.6% | +1.9% | -3.4% | +12.4% |
| YTD | +99.4% | +3.2% | +96.2% | +148.9% |
| 1Y | +120.4% | +3.7% | +116.7% | +185.4% |
| 3Y | +134.2% | +13.8% | +120.4% | +494.8% |
| 5Y | +78.8% | +20.3% | +58.6% | +585.0% |
| 10Y | +1,280.4% | +26.2% | +1,254.2% | +7,783.1% |
| All | +685.8% | +31.3% | +654.5% | +3,401.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling