+40.3%
XLC vs UMC
+143.5%
-103.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.6% |
| 7D | +0.5% | +9.0% | -8.5% | -1.2% |
| 30D | +2.1% | +17.2% | -15.1% | -1.1% |
| 3M | +0.7% | +11.4% | -10.7% | -3.7% |
| 6M | -3.2% | +137.5% | -140.7% | -24.8% |
| YTD | -3.8% | +193.1% | -196.9% | -31.4% |
| 1Y | -2.0% | +240.3% | -242.3% | -33.8% |
| 3Y | +71.4% | +262.2% | -190.8% | +9.0% |
| All | +40.3% | +143.5% | -103.2% | -5.6% |
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