+959.8%
UMC vs BIL
+30.4%
+929.4%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.5% | +4.8% |
| 7D | +5.0% | +0.1% | +4.9% | +5.6% |
| 30D | +7.7% | +0.3% | +7.3% | +10.2% |
| 3M | +1.7% | +0.9% | +0.7% | +8.8% |
| 6M | +113.9% | +1.8% | +112.1% | +143.5% |
| YTD | +168.9% | +2.4% | +166.5% | +219.2% |
| 1Y | +207.2% | +3.7% | +203.5% | +298.7% |
| 3Y | +227.7% | +14.2% | +213.5% | +752.1% |
| 5Y | +118.0% | +19.4% | +98.6% | +693.4% |
| 10Y | +1,682.1% | +25.2% | +1,656.9% | +9,523.4% |
| All | +959.8% | +30.4% | +929.4% | +4,390.2% |
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 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