+1,272.7%
UMC vs Z
-16.5%
+1,289.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.5% | -5.8% | -2.9% |
| 7D | +11.2% | +0.8% | +10.3% | +11.0% |
| 30D | -28.0% | +5.2% | -33.2% | -28.9% |
| 3M | -20.5% | -17.0% | -3.5% | -18.5% |
| 6M | -1.6% | -22.7% | +21.1% | +1.4% |
| YTD | +99.4% | -56.3% | +155.7% | +126.8% |
| 1Y | +120.4% | -57.7% | +178.1% | +151.7% |
| 3Y | +134.2% | -16.5% | +150.8% | +122.6% |
| 5Y | +78.8% | -53.4% | +132.2% | +82.4% |
| All | +1,272.7% | -16.5% | +1,289.2% | +1,149.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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