+145.3%
UMC vs XRT
-2.4%
+147.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +5.0% |
| 7D | +13.6% | -2.4% | +16.0% | +15.1% |
| 30D | +20.8% | -6.9% | +27.7% | +25.7% |
| 3M | +16.1% | -0.4% | +16.6% | +15.5% |
| 6M | +137.3% | +2.2% | +135.1% | +132.9% |
| YTD | +193.8% | -0.7% | +194.4% | +192.2% |
| 1Y | +236.1% | -2.0% | +238.1% | +236.1% |
| 3Y | +267.1% | +41.0% | +226.1% | +181.9% |
| 5Y | +145.3% | -3.3% | +148.6% | +121.3% |
| All | +145.3% | -2.4% | +147.6% | +121.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling