+166.9%
XLE vs UMC
+77.4%
+89.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.2% |
| 7D | +5.4% | +11.2% | -5.8% | +4.4% |
| 30D | -3.9% | -28.0% | +24.1% | -1.4% |
| 3M | +7.0% | -20.5% | +27.6% | +8.4% |
| 6M | +14.2% | -1.6% | +15.8% | +10.3% |
| YTD | +48.2% | +99.4% | -51.2% | +25.3% |
| 1Y | +47.7% | +120.4% | -72.7% | +22.3% |
| 3Y | +70.0% | +134.2% | -64.2% | +35.8% |
| All | +166.9% | +77.4% | +89.5% | +104.9% |
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