+190.7%
UMC vs EXE
+192.2%
-1.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.8% | +5.0% |
| 7D | +6.6% | -1.8% | +8.4% | +7.0% |
| 30D | +16.6% | +6.4% | +10.2% | +15.0% |
| 3M | +11.0% | +9.2% | +1.8% | +8.9% |
| 6M | +131.3% | -7.0% | +138.3% | +133.9% |
| YTD | +182.5% | -9.5% | +192.0% | +186.5% |
| 1Y | +222.3% | +6.2% | +216.0% | +215.2% |
| 3Y | +253.0% | +20.7% | +232.3% | +232.8% |
| 5Y | +141.8% | +103.6% | +38.2% | +116.5% |
| All | +190.7% | +192.2% | -1.5% | +144.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling