+137.3%
UMC vs BLDR
-33.0%
+170.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.9% | +5.9% | +4.4% |
| 7D | +13.6% | -2.7% | +16.3% | +14.1% |
| 30D | +20.8% | -14.7% | +35.5% | +24.7% |
| 3M | +16.1% | -20.8% | +37.0% | +22.4% |
| 6M | +137.3% | -35.3% | +172.6% | +162.8% |
| All | +137.3% | -33.0% | +170.3% | +162.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling