+144.1%
UMC vs BTG
+78.0%
+66.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | +9.0% | -3.8% | +12.8% | +9.6% |
| 30D | +17.2% | +3.6% | +13.6% | +16.3% |
| 3M | +11.4% | +32.0% | -20.6% | +5.4% |
| 6M | +137.5% | +3.4% | +134.1% | +133.0% |
| YTD | +193.1% | +20.8% | +172.3% | +179.3% |
| 1Y | +240.3% | +22.4% | +217.9% | +221.3% |
| 3Y | +262.2% | +91.7% | +170.5% | +208.4% |
| All | +144.1% | +78.0% | +66.1% | +117.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling