+137.5%
UMC vs UL
+18.7%
+118.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.3% |
| 7D | +11.4% | -4.1% | +15.4% | +12.2% |
| 30D | +16.8% | -1.2% | +18.0% | +17.0% |
| 3M | +19.1% | +6.0% | +13.1% | +16.5% |
| 6M | +137.4% | -5.5% | +142.9% | +139.9% |
| YTD | +186.4% | -3.3% | +189.7% | +187.8% |
| 1Y | +229.1% | -9.8% | +238.9% | +237.1% |
| 3Y | +257.9% | +20.1% | +237.7% | +226.7% |
| 5Y | +137.5% | +19.2% | +118.4% | +112.6% |
| All | +137.5% | +18.7% | +118.9% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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