+948.0%
XLB vs UMC
+259.6%
+688.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.6% | -4.9% | -1.3% |
| 7D | -1.4% | +5.0% | -6.3% | -2.5% |
| 30D | -0.4% | +7.7% | -8.1% | -2.1% |
| 3M | +2.0% | +1.7% | +0.3% | -0.6% |
| 6M | +1.8% | +113.9% | -112.1% | -16.8% |
| YTD | +16.6% | +168.9% | -152.3% | -10.6% |
| 1Y | +16.9% | +207.2% | -190.3% | -13.2% |
| 3Y | +32.6% | +227.7% | -195.1% | -4.7% |
| 5Y | +35.6% | +118.0% | -82.4% | +4.3% |
| 10Y | +160.0% | +1,682.1% | -1,522.1% | +14.0% |
| All | +948.0% | +259.6% | +688.4% | +328.7% |
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