+1,820.2%
UMC vs BRO
+300.9%
+1,519.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.2% | -6.5% | -4.0% |
| 7D | +5.4% | -4.3% | +9.8% | +6.3% |
| 30D | +14.4% | -3.1% | +17.5% | +14.9% |
| 3M | +3.0% | +14.2% | -11.1% | -2.5% |
| 6M | +140.4% | +0.6% | +139.8% | +135.2% |
| YTD | +183.5% | -13.6% | +197.1% | +190.2% |
| 1Y | +229.7% | -26.2% | +255.9% | +256.2% |
| 3Y | +239.0% | -4.7% | +243.7% | +222.1% |
| 5Y | +140.3% | +26.2% | +114.1% | +99.5% |
| 10Y | +1,820.2% | +305.3% | +1,514.8% | +1,105.1% |
| All | +1,820.2% | +300.9% | +1,519.3% | +1,105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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