+229.1%
UMC vs Z
-64.6%
+293.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.3% | -2.8% |
| 7D | +11.4% | -11.6% | +23.0% | +9.9% |
| 30D | +16.8% | -8.5% | +25.3% | +15.8% |
| 3M | +19.1% | -7.9% | +27.0% | +19.9% |
| 6M | +137.4% | -29.1% | +166.5% | +140.4% |
| YTD | +186.4% | -54.2% | +240.6% | +183.6% |
| 1Y | +229.1% | -63.5% | +292.6% | +222.1% |
| All | +229.1% | -64.6% | +293.7% | +222.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling