+83.3%
UMC vs XE
-47.4%
+130.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -8.2% | +5.7% | -1.7% |
| 7D | +11.4% | -11.4% | +22.8% | +12.5% |
| 30D | +16.8% | -23.0% | +39.8% | +19.4% |
| 3M | +19.1% | -12.1% | +31.2% | +16.8% |
| All | +83.3% | -47.4% | +130.7% | +81.5% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling