+115.0%
UMC vs BTI
+24.7%
+90.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.4% | -5.5% | -0.3% |
| 7D | -14.7% | +5.3% | -20.0% | -12.3% |
| 30D | -32.9% | +19.1% | -51.9% | -26.8% |
| 3M | -22.2% | +6.5% | -28.7% | -18.3% |
| 6M | +25.9% | +9.4% | +16.5% | +33.1% |
| YTD | +107.9% | +14.4% | +93.5% | +131.9% |
| 1Y | +115.0% | +23.9% | +91.1% | +143.9% |
| All | +115.0% | +24.7% | +90.4% | +143.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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