+135.9%
XLU vs UMC
+1,863.6%
-1,727.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.4% |
| 7D | -1.6% | +9.0% | -10.6% | -2.0% |
| 30D | -3.3% | +17.2% | -20.6% | -4.1% |
| 3M | -3.2% | +11.4% | -14.6% | -4.2% |
| 6M | -7.0% | +137.5% | -144.5% | -12.5% |
| YTD | +0.6% | +193.1% | -192.5% | -7.0% |
| 1Y | +2.4% | +240.3% | -237.9% | -6.4% |
| 3Y | +46.3% | +262.2% | -215.9% | +32.1% |
| 5Y | +44.0% | +143.1% | -99.2% | +31.7% |
| All | +135.9% | +1,863.6% | -1,727.7% | +75.1% |
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