+213.7%
UMC vs BTDR
+19.6%
+194.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.4% | +2.1% |
| 7D | +9.0% | -3.4% | +12.4% | +9.2% |
| 30D | +17.2% | +32.6% | -15.3% | +14.9% |
| 3M | +11.4% | -32.2% | +43.6% | +13.0% |
| 6M | +137.5% | +52.4% | +85.2% | +131.9% |
| YTD | +193.1% | +6.7% | +186.4% | +188.8% |
| 1Y | +240.3% | -15.2% | +255.5% | +236.3% |
| 3Y | +262.2% | +14.9% | +247.3% | +240.3% |
| 5Y | +143.1% | +20.8% | +122.3% | +130.6% |
| All | +213.7% | +19.6% | +194.1% | +191.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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