+28.6%
XLB vs UMC
+77.4%
-48.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.1% |
| 7D | +0.5% | +11.2% | -10.7% | -1.2% |
| 30D | +5.2% | -28.0% | +33.2% | +10.2% |
| 3M | +0.3% | -20.5% | +20.8% | +2.8% |
| 6M | +1.2% | -1.6% | +2.7% | -3.6% |
| YTD | +16.6% | +99.4% | -82.7% | -7.6% |
| 1Y | +21.4% | +120.4% | -99.0% | -6.4% |
| 3Y | +43.2% | +134.2% | -91.0% | +5.4% |
| All | +28.6% | +77.4% | -48.8% | -6.4% |
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 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