+1,842.6%
UMC vs BLK
+283.5%
+1,559.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.7% | +1.6% |
| 7D | +9.0% | -3.3% | +12.3% | +10.5% |
| 30D | +17.2% | -6.5% | +23.8% | +20.6% |
| 3M | +11.4% | +6.7% | +4.7% | +7.5% |
| 6M | +137.5% | +14.7% | +122.8% | +121.1% |
| YTD | +193.1% | +2.5% | +190.6% | +183.4% |
| 1Y | +240.3% | -2.8% | +243.1% | +236.6% |
| 3Y | +262.2% | +65.9% | +196.3% | +170.0% |
| 5Y | +143.1% | +33.0% | +110.2% | +95.6% |
| All | +1,842.6% | +283.5% | +1,559.1% | +1,019.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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