+115.0%
UMC vs BLDR
-38.1%
+153.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +9.3% | -11.3% | -2.3% |
| 7D | -14.7% | +24.4% | -39.0% | -15.4% |
| 30D | -32.9% | +24.9% | -57.8% | -33.4% |
| 3M | -22.2% | -7.8% | -14.4% | -20.2% |
| 6M | +25.9% | -5.8% | +31.7% | +29.3% |
| YTD | +107.9% | -32.5% | +140.4% | +107.0% |
| 1Y | +115.0% | -36.7% | +151.7% | +114.6% |
| All | +115.0% | -38.1% | +153.1% | +114.6% |
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