+136.0%
XLC vs UMC
+694.7%
-558.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.3% | +1.4% |
| 7D | +3.7% | +11.2% | -7.5% | +1.8% |
| 30D | -1.9% | -28.0% | +26.1% | +3.2% |
| 3M | -3.1% | -20.5% | +17.4% | -0.4% |
| 6M | -6.4% | -1.6% | -4.8% | -10.1% |
| YTD | -6.8% | +99.4% | -106.2% | -24.8% |
| 1Y | -1.7% | +120.4% | -122.1% | -22.6% |
| 3Y | +64.7% | +134.2% | -69.5% | +25.2% |
| 5Y | +41.1% | +78.8% | -37.8% | +10.0% |
| All | +136.0% | +694.7% | -558.7% | +19.1% |
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