+99.4%
XBI vs UMC
+261.2%
-161.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.7% | -0.8% |
| 7D | -4.6% | +9.0% | -13.6% | -6.1% |
| 30D | -2.0% | +17.2% | -19.2% | -4.9% |
| 3M | +17.8% | +11.4% | +6.4% | +13.5% |
| 6M | +23.7% | +137.5% | -113.8% | -0.1% |
| YTD | +28.2% | +193.1% | -164.9% | -3.2% |
| 1Y | +64.0% | +240.3% | -176.3% | +18.4% |
| 3Y | +99.4% | +262.2% | -162.8% | +35.6% |
| All | +99.4% | +261.2% | -161.8% | +35.6% |
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 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