+1,374.8%
UMC vs Z
+4.2%
+1,370.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.6% |
| 7D | +17.8% | -4.9% | +22.7% | +18.8% |
| 30D | -29.6% | +3.0% | -32.6% | -30.2% |
| 3M | -18.4% | -13.4% | -5.0% | -17.1% |
| 6M | -0.1% | -27.3% | +27.2% | +3.9% |
| YTD | +104.0% | -57.8% | +161.8% | +132.8% |
| 1Y | +121.5% | -60.0% | +181.5% | +154.8% |
| 3Y | +135.0% | -21.5% | +156.5% | +126.8% |
| 5Y | +83.0% | -55.0% | +138.0% | +88.1% |
| 10Y | +1,312.7% | -18.8% | +1,331.4% | +1,171.9% |
| All | +1,374.8% | +4.2% | +1,370.6% | +1,154.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling