+240.3%
UMC vs BLDR
-57.4%
+297.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | 0.0% | +2.1% |
| 7D | +9.0% | -8.2% | +17.2% | +9.9% |
| 30D | +17.2% | -16.6% | +33.9% | +19.3% |
| 3M | +11.4% | -23.2% | +34.6% | +14.6% |
| 6M | +137.5% | -33.7% | +171.2% | +142.3% |
| YTD | +193.1% | -41.3% | +234.4% | +193.1% |
| 1Y | +240.3% | -58.8% | +299.1% | +230.5% |
| All | +240.3% | -57.4% | +297.7% | +230.5% |
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