+137.5%
UMC vs EXE
+99.3%
+38.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | +11.4% | -2.2% | +13.6% | +11.9% |
| 30D | +16.8% | -0.8% | +17.6% | +16.9% |
| 3M | +19.1% | +10.0% | +9.1% | +16.5% |
| 6M | +137.4% | -6.3% | +143.8% | +139.7% |
| YTD | +186.4% | -10.7% | +197.1% | +191.3% |
| 1Y | +229.1% | +2.7% | +226.4% | +223.9% |
| 3Y | +257.9% | +19.1% | +238.8% | +237.4% |
| 5Y | +137.5% | +105.4% | +32.1% | +116.0% |
| All | +137.5% | +99.3% | +38.2% | +116.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling