+52.5%
V vs UMC
+252.5%
-200.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.1% | -6.8% | -1.9% |
| 7D | -1.1% | +6.6% | -7.7% | -1.3% |
| 30D | +1.9% | +16.6% | -14.7% | +1.2% |
| 3M | +15.5% | +11.0% | +4.5% | +13.7% |
| 6M | +16.6% | +131.3% | -114.7% | +6.5% |
| YTD | +5.7% | +182.5% | -176.7% | -6.9% |
| 1Y | +8.6% | +222.3% | -213.7% | -6.6% |
| 3Y | +52.5% | +253.0% | -200.5% | +23.5% |
| All | +52.5% | +252.5% | -200.0% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling