+253.9%
UMC vs BLDR
-58.1%
+312.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.9% | +1.4% | -1.9% |
| 7D | +11.4% | -8.1% | +19.5% | +12.8% |
| 30D | +16.8% | -21.5% | +38.3% | +21.0% |
| 3M | +19.1% | -21.0% | +40.1% | +23.0% |
| 6M | +137.4% | -37.1% | +174.5% | +152.7% |
| YTD | +186.4% | -42.7% | +229.1% | +205.7% |
| 1Y | +229.1% | -58.0% | +287.0% | +270.1% |
| All | +253.9% | -58.1% | +312.0% | +270.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling