+81.3%
USB vs UMC
+1,272.7%
-1,191.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.1% | +1.2% |
| 7D | +2.6% | +11.2% | -8.6% | +0.9% |
| 30D | +8.4% | -28.0% | +36.4% | +13.4% |
| 3M | -5.5% | -20.5% | +15.0% | -3.2% |
| 6M | +17.7% | -1.6% | +19.3% | +13.5% |
| YTD | +17.6% | +99.4% | -81.8% | -2.4% |
| 1Y | +33.9% | +120.4% | -86.5% | +8.9% |
| 3Y | +103.8% | +134.2% | -30.4% | +61.0% |
| 5Y | +25.6% | +78.8% | -53.2% | +1.6% |
| All | +81.3% | +1,272.7% | -1,191.4% | -9.0% |
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