+910.3%
XBI vs UMC
+1,130.0%
-219.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.0% |
| 7D | -4.6% | +11.4% | -16.0% | -7.1% |
| 30D | -0.8% | +16.8% | -17.6% | -4.6% |
| 3M | +21.8% | +19.1% | +2.7% | +14.7% |
| 6M | +23.2% | +137.4% | -114.3% | -2.9% |
| YTD | +28.7% | +186.4% | -157.6% | -4.0% |
| 1Y | +67.8% | +229.1% | -161.3% | +20.7% |
| 3Y | +100.6% | +257.9% | -157.2% | +39.2% |
| 5Y | +19.8% | +137.5% | -117.7% | -10.1% |
| 10Y | +159.7% | +1,808.2% | -1,648.4% | +15.1% |
| All | +910.3% | +1,130.0% | -219.7% | +298.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling