+1,798.0%
UMC vs XRT
+125.1%
+1,672.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.1% |
| 7D | +11.4% | -3.6% | +15.0% | +13.2% |
| 30D | +16.8% | -6.7% | +23.5% | +20.5% |
| 3M | +19.1% | -1.4% | +20.5% | +19.3% |
| 6M | +137.4% | +1.7% | +135.7% | +134.7% |
| YTD | +186.4% | -1.5% | +187.8% | +186.8% |
| 1Y | +229.1% | -2.5% | +231.6% | +230.5% |
| 3Y | +257.9% | +39.9% | +218.0% | +197.2% |
| 5Y | +137.5% | -2.6% | +140.2% | +126.4% |
| All | +1,798.0% | +125.1% | +1,672.9% | +1,154.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling