+137.3%
UMC vs BTG
+8.1%
+129.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +3.8% |
| 7D | +13.6% | +2.4% | +11.2% | +13.2% |
| 30D | +20.8% | +9.5% | +11.3% | +19.2% |
| 3M | +16.1% | +38.5% | -22.4% | +9.6% |
| 6M | +137.3% | +5.6% | +131.7% | +138.3% |
| All | +137.3% | +8.1% | +129.2% | +138.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling