+260.9%
UMC vs BTI
+3,829.8%
-3,568.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.4% | +5.2% |
| 7D | +6.6% | -1.4% | +8.0% | +7.1% |
| 30D | +16.6% | -7.0% | +23.6% | +19.3% |
| 3M | +11.0% | -6.3% | +17.3% | +12.1% |
| 6M | +131.3% | -2.0% | +133.3% | +129.0% |
| YTD | +182.5% | +0.2% | +182.3% | +176.4% |
| 1Y | +222.3% | +3.8% | +218.5% | +210.1% |
| 3Y | +253.0% | +112.1% | +141.0% | +153.7% |
| 5Y | +141.8% | +113.6% | +28.2% | +71.6% |
| 10Y | +1,772.2% | +69.6% | +1,702.6% | +1,275.1% |
| All | +260.9% | +3,829.8% | -3,568.9% | +214.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling