+820.3%
UMC vs BLDR
+389.5%
+430.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.9% | +9.9% | +5.9% |
| 7D | +6.6% | -0.3% | +6.9% | +6.6% |
| 30D | +16.6% | -16.2% | +32.8% | +19.8% |
| 3M | +11.0% | -14.4% | +25.4% | +13.2% |
| 6M | +131.3% | -32.8% | +164.1% | +144.9% |
| YTD | +182.5% | -39.2% | +221.7% | +202.3% |
| 1Y | +222.3% | -57.7% | +279.9% | +265.0% |
| 3Y | +253.0% | -55.3% | +308.3% | +285.4% |
| 5Y | +141.8% | +15.6% | +126.2% | +121.4% |
| 10Y | +1,772.2% | +359.8% | +1,412.4% | +1,179.4% |
| All | +820.3% | +389.5% | +430.8% | +443.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling