+767.5%
UMC vs XRT
+539.9%
+227.5%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.6% |
| 7D | +11.2% | +1.7% | +9.5% | +10.0% |
| 30D | -28.0% | +7.5% | -35.5% | -31.8% |
| 3M | -20.5% | +2.2% | -22.7% | -22.3% |
| 6M | -1.6% | +14.7% | -16.2% | -11.5% |
| YTD | +99.4% | +7.5% | +91.9% | +87.1% |
| 1Y | +120.4% | +14.1% | +106.3% | +97.8% |
| 3Y | +134.2% | +58.8% | +75.5% | +61.5% |
| 5Y | +78.8% | -3.9% | +82.8% | +72.5% |
| 10Y | +1,280.4% | +137.7% | +1,142.7% | +477.1% |
| All | +767.5% | +539.9% | +227.5% | +9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling