+181.3%
XLE vs UMC
+1,867.9%
-1,686.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | +0.2% |
| 7D | +0.3% | +13.6% | -13.3% | -1.7% |
| 30D | +8.5% | +20.8% | -12.2% | +5.3% |
| 3M | +14.6% | +16.1% | -1.5% | +9.9% |
| 6M | +17.6% | +137.3% | -119.7% | -2.4% |
| YTD | +48.1% | +193.8% | -145.7% | +16.5% |
| 1Y | +53.8% | +236.1% | -182.3% | +17.3% |
| 3Y | +56.2% | +267.1% | -210.9% | +14.8% |
| 5Y | +227.7% | +145.3% | +82.5% | +154.0% |
| 10Y | +181.3% | +1,857.3% | -1,676.0% | +24.0% |
| All | +181.3% | +1,867.9% | -1,686.6% | +24.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling