+26.4%
USB vs UMC
+71.9%
-45.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.5% | -5.0% | +1.5% |
| 7D | +0.8% | -9.2% | +9.9% | +1.9% |
| 30D | +6.8% | -35.1% | +41.9% | +13.1% |
| 3M | -3.8% | -20.5% | +16.7% | -1.7% |
| 6M | +11.7% | -1.7% | +13.5% | +6.3% |
| YTD | +17.5% | +92.8% | -75.3% | -6.0% |
| 1Y | +33.8% | +104.5% | -70.7% | +5.3% |
| 3Y | +104.2% | +129.8% | -25.6% | +51.2% |
| 5Y | +26.4% | +74.0% | -47.6% | -6.1% |
| All | +26.4% | +71.9% | -45.4% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling