+222.3%
UMC vs BTSG
+382.3%
-160.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.6% | +4.1% | -1.5% |
| 7D | +11.4% | -5.8% | +17.2% | +12.4% |
| 30D | +16.8% | 0.0% | +16.8% | +16.6% |
| 3M | +19.1% | -4.5% | +23.6% | +19.4% |
| 6M | +137.4% | +40.0% | +97.4% | +126.6% |
| YTD | +186.4% | +54.6% | +131.8% | +169.7% |
| 1Y | +229.1% | +106.1% | +123.0% | +198.4% |
| All | +222.3% | +382.3% | -160.1% | +161.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling