+207.2%
UMC vs XRT
+3.4%
+203.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.0% | +3.6% | +4.1% |
| 7D | +5.0% | +0.8% | +4.1% | +4.6% |
| 30D | +7.7% | -4.2% | +11.9% | +9.8% |
| 3M | +1.7% | +5.1% | -3.4% | -2.2% |
| 6M | +113.9% | +2.4% | +111.5% | +107.9% |
| YTD | +168.9% | +3.2% | +165.7% | +157.5% |
| 1Y | +207.2% | +1.5% | +205.7% | +189.3% |
| All | +207.2% | +3.4% | +203.8% | +189.3% |
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