+229.9%
UMC vs BTSG
+389.4%
-159.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.1% |
| 7D | +9.0% | -3.3% | +12.3% | +9.5% |
| 30D | +17.2% | -1.6% | +18.8% | +17.4% |
| 3M | +11.4% | -6.9% | +18.3% | +12.1% |
| 6M | +137.5% | +42.1% | +95.4% | +126.1% |
| YTD | +193.1% | +56.8% | +136.3% | +175.4% |
| 1Y | +240.3% | +109.8% | +130.5% | +207.8% |
| All | +229.9% | +389.4% | -159.6% | +167.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling