+102.9%
XLP vs UMC
+1,742.7%
-1,639.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.1% | -5.7% | -0.9% |
| 7D | -1.4% | +6.6% | -8.0% | -1.8% |
| 30D | -1.3% | +16.6% | -17.9% | -2.2% |
| 3M | +1.8% | +11.0% | -9.2% | +0.5% |
| 6M | -0.8% | +131.3% | -132.1% | -7.7% |
| YTD | +9.5% | +182.5% | -173.0% | 0.0% |
| 1Y | +7.2% | +222.3% | -215.1% | -3.3% |
| 3Y | +27.1% | +253.0% | -225.9% | +12.8% |
| 5Y | +32.0% | +141.8% | -109.8% | +18.9% |
| 10Y | +102.9% | +1,772.2% | -1,669.3% | +44.6% |
| All | +102.9% | +1,742.7% | -1,639.8% | +44.6% |
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