+207.2%
UMC vs BLDR
-52.1%
+259.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.5% | +2.1% | +4.3% |
| 7D | +5.0% | -2.8% | +7.8% | +5.2% |
| 30D | +7.7% | -13.3% | +20.9% | +9.2% |
| 3M | +1.7% | -12.3% | +13.9% | +3.2% |
| 6M | +113.9% | -31.5% | +145.4% | +115.2% |
| YTD | +168.9% | -36.1% | +205.0% | +166.4% |
| 1Y | +207.2% | -54.1% | +261.3% | +192.5% |
| All | +207.2% | -52.1% | +259.3% | +192.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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