+274.5%
UMC vs BRO
+2,291.7%
-2,017.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | +9.0% | -7.3% | +16.3% | +12.5% |
| 30D | +17.2% | -6.9% | +24.1% | +20.5% |
| 3M | +11.4% | +10.7% | +0.7% | +3.0% |
| 6M | +137.5% | -2.7% | +140.2% | +130.6% |
| YTD | +193.1% | -16.3% | +209.4% | +203.1% |
| 1Y | +240.3% | -29.1% | +269.4% | +279.4% |
| 3Y | +262.2% | -7.8% | +270.0% | +242.7% |
| 5Y | +143.1% | +18.7% | +124.4% | +96.6% |
| 10Y | +1,853.0% | +291.9% | +1,561.1% | +683.9% |
| All | +274.5% | +2,291.7% | -2,017.2% | -16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling