+31.4%
XLB vs UMC
+261.2%
-229.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | +0.1% |
| 7D | -2.8% | +9.0% | -11.8% | -3.7% |
| 30D | -3.1% | +17.2% | -20.3% | -4.7% |
| 3M | -0.2% | +11.4% | -11.6% | -2.6% |
| 6M | +3.1% | +137.5% | -134.4% | -10.6% |
| YTD | +13.3% | +193.1% | -179.8% | -6.7% |
| 1Y | +12.0% | +240.3% | -228.3% | -11.0% |
| 3Y | +31.4% | +262.2% | -230.8% | -1.4% |
| All | +31.4% | +261.2% | -229.8% | -1.4% |
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 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