+35.0%
XLB vs UMC
+145.1%
-110.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.0% | -5.0% | -1.7% |
| 7D | -2.9% | +13.6% | -16.6% | -5.1% |
| 30D | -3.4% | +20.8% | -24.1% | -6.6% |
| 3M | +1.6% | +16.1% | -14.5% | -3.2% |
| 6M | +3.6% | +137.3% | -133.7% | -16.4% |
| YTD | +14.2% | +193.8% | -179.5% | -14.0% |
| 1Y | +15.6% | +236.1% | -220.5% | -16.4% |
| 3Y | +33.1% | +267.1% | -234.0% | -8.7% |
| 5Y | +35.0% | +145.3% | -110.2% | -4.0% |
| All | +35.0% | +145.1% | -110.0% | -4.0% |
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