+1,842.6%
UMC vs BLDR
+383.3%
+1,459.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | 0.0% | +1.9% |
| 7D | +9.0% | -8.2% | +17.2% | +10.8% |
| 30D | +17.2% | -16.6% | +33.9% | +21.4% |
| 3M | +11.4% | -23.2% | +34.6% | +16.6% |
| 6M | +137.5% | -33.7% | +171.2% | +155.4% |
| YTD | +193.1% | -41.3% | +234.4% | +220.3% |
| 1Y | +240.3% | -58.8% | +299.1% | +299.1% |
| 3Y | +262.2% | -57.5% | +319.6% | +305.4% |
| 5Y | +143.1% | +12.9% | +130.2% | +114.7% |
| All | +1,842.6% | +383.3% | +1,459.2% | +1,269.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling