+141.4%
XLC vs UMC
+1,026.0%
-884.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.1% | -5.5% | -1.3% |
| 7D | +0.6% | +6.6% | -6.0% | -0.6% |
| 30D | +0.2% | +16.6% | -16.3% | -2.6% |
| 3M | +0.6% | +11.0% | -10.4% | -3.3% |
| 6M | -4.5% | +131.3% | -135.8% | -22.2% |
| YTD | -4.7% | +182.5% | -187.2% | -26.9% |
| 1Y | -1.7% | +222.3% | -223.9% | -27.1% |
| 3Y | +72.3% | +253.0% | -180.8% | +22.6% |
| 5Y | +37.8% | +141.8% | -104.1% | +2.8% |
| All | +141.4% | +1,026.0% | -884.6% | +15.8% |
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