+214.4%
UMC vs BTDR
+23.3%
+191.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.7% | +6.7% | +4.2% |
| 7D | +13.6% | +14.8% | -1.2% | +12.6% |
| 30D | +20.8% | +41.8% | -21.0% | +17.8% |
| 3M | +16.1% | -29.2% | +45.3% | +17.5% |
| 6M | +137.3% | +66.2% | +71.1% | +130.8% |
| YTD | +193.8% | +10.0% | +183.8% | +188.9% |
| 1Y | +236.1% | -11.0% | +247.1% | +231.3% |
| 3Y | +267.1% | +6.9% | +260.2% | +244.4% |
| 5Y | +145.3% | +24.7% | +120.6% | +132.6% |
| All | +214.4% | +23.3% | +191.1% | +191.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling