+115.0%
UMC vs BTSG
+111.7%
+3.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -14.7% | +17.4% | -32.1% | -16.5% |
| 30D | -32.9% | +12.6% | -45.4% | -33.8% |
| 3M | -22.2% | +11.2% | -33.4% | -23.1% |
| 6M | +25.9% | +30.4% | -4.5% | +20.1% |
| YTD | +107.9% | +86.4% | +21.5% | +90.6% |
| 1Y | +115.0% | +117.9% | -2.9% | +90.1% |
| All | +115.0% | +111.7% | +3.3% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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