+137.5%
UMC vs XME
+167.8%
-30.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.7% | +1.2% | -0.7% |
| 7D | +11.4% | -3.0% | +14.4% | +13.1% |
| 30D | +16.8% | -2.6% | +19.4% | +17.9% |
| 3M | +19.1% | +2.2% | +16.9% | +17.3% |
| 6M | +137.4% | +0.7% | +136.7% | +135.6% |
| YTD | +186.4% | +10.9% | +175.5% | +169.3% |
| 1Y | +229.1% | +35.7% | +193.4% | +177.8% |
| 3Y | +257.9% | +127.1% | +130.8% | +125.1% |
| 5Y | +137.5% | +168.5% | -30.9% | +39.0% |
| All | +137.5% | +167.8% | -30.3% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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