+201.6%
UMC vs EXE
+182.2%
+19.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +2.8% |
| 7D | +9.0% | -3.1% | +12.1% | +9.7% |
| 30D | +17.2% | -0.9% | +18.2% | +17.4% |
| 3M | +11.4% | +9.6% | +1.8% | +9.1% |
| 6M | +137.5% | -11.6% | +149.1% | +142.6% |
| YTD | +193.1% | -12.6% | +205.7% | +199.3% |
| 1Y | +240.3% | +1.2% | +239.1% | +236.0% |
| 3Y | +262.2% | +18.0% | +244.2% | +242.9% |
| 5Y | +143.1% | +101.1% | +42.0% | +118.4% |
| All | +201.6% | +182.2% | +19.4% | +154.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling