+253.9%
UMC vs BTI
+108.0%
+145.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.4% |
| 7D | +11.4% | -2.0% | +13.4% | +11.2% |
| 30D | +16.8% | -3.4% | +20.2% | +16.5% |
| 3M | +19.1% | -9.0% | +28.1% | +18.5% |
| 6M | +137.4% | -5.0% | +142.5% | +135.5% |
| YTD | +186.4% | -0.3% | +186.7% | +184.1% |
| 1Y | +229.1% | +3.1% | +226.0% | +225.8% |
| All | +253.9% | +108.0% | +145.9% | +204.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling