+67.7%
V vs UMC
+145.1%
-77.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -0.8% |
| 7D | -2.9% | +13.6% | -16.5% | -4.5% |
| 30D | +1.9% | +20.8% | -18.9% | -0.6% |
| 3M | +13.2% | +16.1% | -2.9% | +8.9% |
| 6M | +16.7% | +137.3% | -120.6% | -2.4% |
| YTD | +5.4% | +193.8% | -188.4% | -17.0% |
| 1Y | +7.7% | +236.1% | -228.4% | -18.1% |
| 3Y | +52.0% | +267.1% | -215.1% | +9.6% |
| 5Y | +67.7% | +145.3% | -77.5% | +25.7% |
| All | +67.7% | +145.1% | -77.3% | +25.7% |
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 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