+115.0%
UMC vs XRT
+18.0%
+97.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.5% | -7.6% | -3.2% |
| 7D | -14.7% | +8.0% | -22.7% | -16.3% |
| 30D | -32.9% | +13.0% | -45.9% | -35.3% |
| 3M | -22.2% | +1.7% | -23.9% | -21.6% |
| 6M | +25.9% | +12.6% | +13.3% | +19.1% |
| YTD | +107.9% | +10.7% | +97.3% | +93.3% |
| 1Y | +115.0% | +18.4% | +96.6% | +94.7% |
| All | +115.0% | +18.0% | +97.1% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling