+1,070.0%
UMC vs XRT
+514.3%
+555.6%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.0% | +3.6% | +3.9% |
| 7D | +5.0% | +0.8% | +4.1% | +4.4% |
| 30D | +7.7% | -4.2% | +11.9% | +10.7% |
| 3M | +1.7% | +5.1% | -3.4% | -2.4% |
| 6M | +113.9% | +2.4% | +111.5% | +109.5% |
| YTD | +168.9% | +3.2% | +165.7% | +161.0% |
| 1Y | +207.2% | +1.5% | +205.7% | +200.5% |
| 3Y | +227.7% | +40.6% | +187.1% | +147.4% |
| 5Y | +118.0% | -1.0% | +119.0% | +105.9% |
| 10Y | +1,682.1% | +128.4% | +1,553.7% | +667.0% |
| All | +1,070.0% | +514.3% | +555.6% | +53.1% |
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