+87.6%
UMC vs XE
-50.4%
+138.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.7% | +8.1% | +2.9% |
| 7D | +9.0% | -15.7% | +24.7% | +10.5% |
| 30D | +17.2% | -26.6% | +43.9% | +20.3% |
| 3M | +11.4% | -20.3% | +31.7% | +10.2% |
| All | +87.6% | -50.4% | +138.0% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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 · Available span rolling