+148.2%
UMC vs BROS
+35.1%
+113.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.2% |
| 7D | +9.0% | -5.8% | +14.8% | +9.8% |
| 30D | +17.2% | -14.0% | +31.2% | +19.4% |
| 3M | +11.4% | -32.5% | +43.9% | +16.4% |
| 6M | +137.5% | -14.9% | +152.4% | +140.0% |
| YTD | +193.1% | -28.3% | +221.4% | +201.9% |
| 1Y | +240.3% | -34.0% | +274.3% | +253.0% |
| 3Y | +262.2% | +63.0% | +199.2% | +218.4% |
| All | +148.2% | +35.1% | +113.1% | +123.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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