+262.2%
UMC vs INDA
+7.9%
+254.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +1.6% |
| 7D | +9.0% | -2.7% | +11.7% | +11.1% |
| 30D | +17.2% | -2.8% | +20.0% | +19.6% |
| 3M | +11.4% | +1.6% | +9.8% | +10.4% |
| 6M | +137.5% | -1.4% | +138.9% | +140.4% |
| YTD | +193.1% | -10.1% | +203.2% | +213.4% |
| 1Y | +240.3% | -8.8% | +249.1% | +259.0% |
| 3Y | +262.2% | +7.6% | +254.6% | +218.6% |
| All | +262.2% | +7.9% | +254.3% | +218.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 3y: compounded portfolio wealth divided by compounded INDA 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…
3y analysis · Full analysis span regression · 6 months rolling