+1,842.6%
UMC vs BTI
+73.8%
+1,768.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.2% |
| 7D | +9.0% | -0.2% | +9.2% | +9.0% |
| 30D | +17.2% | -1.1% | +18.3% | +17.4% |
| 3M | +11.4% | -8.8% | +20.2% | +12.5% |
| 6M | +137.5% | -4.0% | +141.5% | +137.0% |
| YTD | +193.1% | +0.4% | +192.8% | +189.3% |
| 1Y | +240.3% | +1.9% | +238.4% | +234.2% |
| 3Y | +262.2% | +108.5% | +153.7% | +197.3% |
| 5Y | +143.1% | +118.5% | +24.6% | +98.3% |
| All | +1,842.6% | +73.8% | +1,768.8% | +1,527.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling