+64.7%
XLC vs UMC
+131.8%
-67.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.3% | +1.2% |
| 7D | +3.7% | +11.2% | -7.5% | +3.0% |
| 30D | -1.9% | -28.0% | +26.1% | -0.1% |
| 3M | -3.1% | -20.5% | +17.4% | -2.2% |
| 6M | -6.4% | -1.6% | -4.8% | -9.0% |
| YTD | -6.8% | +99.4% | -106.2% | -19.5% |
| 1Y | -1.7% | +120.4% | -122.1% | -16.8% |
| 3Y | +64.7% | +134.2% | -69.5% | +32.7% |
| All | +64.7% | +131.8% | -67.1% | +32.7% |
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 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