+313.4%
XLF vs UMC
+292.9%
+20.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.4% | -1.4% |
| 7D | -1.0% | +13.6% | -14.7% | -4.1% |
| 30D | -1.3% | +20.8% | -22.1% | -5.8% |
| 3M | +9.1% | +16.1% | -7.0% | +2.7% |
| 6M | +14.4% | +137.3% | -122.9% | -11.0% |
| YTD | +5.1% | +193.8% | -188.7% | -23.6% |
| 1Y | +8.6% | +236.1% | -227.5% | -23.9% |
| 3Y | +74.4% | +267.1% | -192.7% | +16.9% |
| 5Y | +64.4% | +145.3% | -80.9% | +18.5% |
| 10Y | +251.6% | +1,857.3% | -1,605.7% | +33.6% |
| All | +313.4% | +292.9% | +20.5% | +45.2% |
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 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