+83.6%
USB vs UMC
+1,333.4%
-1,249.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.9% | -7.0% | -1.1% |
| 7D | -0.5% | +0.1% | -0.7% | -0.8% |
| 30D | +5.7% | -28.7% | +34.4% | +10.7% |
| 3M | -4.7% | -15.1% | +10.4% | -3.3% |
| 6M | +13.4% | +5.0% | +8.4% | +8.2% |
| YTD | +17.0% | +108.2% | -91.2% | -3.5% |
| 1Y | +32.4% | +121.7% | -89.3% | +7.8% |
| 3Y | +101.7% | +139.8% | -38.1% | +58.9% |
| 5Y | +24.4% | +85.1% | -60.7% | +0.1% |
| 10Y | +83.6% | +1,341.4% | -1,257.8% | -8.7% |
| All | +83.6% | +1,333.4% | -1,249.8% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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