+1,842.6%
UMC vs BTG
+159.3%
+1,683.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | +9.0% | -3.8% | +12.8% | +9.4% |
| 30D | +17.2% | +3.6% | +13.6% | +16.6% |
| 3M | +11.4% | +32.0% | -20.6% | +7.3% |
| 6M | +137.5% | +3.4% | +134.1% | +134.4% |
| YTD | +193.1% | +20.8% | +172.3% | +184.0% |
| 1Y | +240.3% | +22.4% | +217.9% | +228.0% |
| 3Y | +262.2% | +91.7% | +170.5% | +228.5% |
| 5Y | +143.1% | +79.0% | +64.1% | +120.3% |
| All | +1,842.6% | +159.3% | +1,683.3% | +1,658.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling