+22.0%
USB vs UMC
+64.2%
-42.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -1.0% |
| 7D | 0.0% | -17.0% | +17.0% | +2.4% |
| 30D | +5.8% | -40.6% | +46.4% | +13.6% |
| 3M | -6.0% | -27.9% | +21.9% | -2.5% |
| 6M | +7.8% | -7.5% | +15.2% | +3.4% |
| YTD | +14.6% | +79.3% | -64.7% | -7.4% |
| 1Y | +31.8% | +92.8% | -61.0% | +4.4% |
| 3Y | +91.5% | +108.2% | -16.6% | +44.5% |
| All | +22.0% | +64.2% | -42.1% | -7.6% |
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