+115.0%
UMC vs BTG
+24.4%
+90.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +8.7% | -10.8% | -3.7% |
| 7D | -14.7% | -0.2% | -14.5% | -14.6% |
| 30D | -32.9% | -0.8% | -32.1% | -32.8% |
| 3M | -22.2% | +31.8% | -54.0% | -26.8% |
| 6M | +25.9% | +20.4% | +5.5% | +19.5% |
| YTD | +107.9% | +14.7% | +93.2% | +98.1% |
| 1Y | +115.0% | +29.4% | +85.7% | +97.5% |
| All | +115.0% | +24.4% | +90.7% | +97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling