+225.7%
XLE vs UMC
+139.4%
+86.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.1% | -3.9% | +0.6% |
| 7D | 0.0% | +6.6% | -6.6% | -0.6% |
| 30D | +12.6% | +16.6% | -3.9% | +10.9% |
| 3M | +11.8% | +11.0% | +0.8% | +9.1% |
| 6M | +16.1% | +131.3% | -115.2% | +0.7% |
| YTD | +46.9% | +182.5% | -135.6% | +21.4% |
| 1Y | +53.3% | +222.3% | -169.0% | +23.0% |
| 3Y | +54.9% | +253.0% | -198.1% | +19.5% |
| 5Y | +225.7% | +141.8% | +83.9% | +152.2% |
| All | +225.7% | +139.4% | +86.3% | +152.2% |
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