+154.7%
UMC vs EXEL
+101.6%
+53.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.1% |
| 7D | +11.2% | -0.8% | +12.0% | +11.4% |
| 30D | -28.0% | +13.1% | -41.2% | -29.5% |
| 3M | -20.5% | +36.3% | -56.9% | -24.7% |
| 6M | -1.6% | +34.5% | -36.1% | -7.0% |
| YTD | +99.4% | +57.4% | +41.9% | +83.2% |
| 1Y | +120.4% | +62.9% | +57.5% | +101.1% |
| 3Y | +134.2% | +229.5% | -95.3% | +84.3% |
| 5Y | +78.8% | +281.2% | -202.4% | +35.6% |
| 10Y | +1,280.4% | +320.7% | +959.7% | +827.2% |
| All | +154.7% | +101.6% | +53.1% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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