+595.5%
XLU vs UMC
+292.0%
+303.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.5% |
| 7D | -1.6% | +9.0% | -10.6% | -2.5% |
| 30D | -3.3% | +17.2% | -20.6% | -5.0% |
| 3M | -3.2% | +11.4% | -14.6% | -5.1% |
| 6M | -7.0% | +137.5% | -144.5% | -16.6% |
| YTD | +0.6% | +193.1% | -192.5% | -12.3% |
| 1Y | +2.4% | +240.3% | -237.9% | -12.3% |
| 3Y | +46.3% | +262.2% | -215.9% | +23.0% |
| 5Y | +44.0% | +143.1% | -99.2% | +24.5% |
| 10Y | +140.1% | +1,853.0% | -1,713.0% | +54.5% |
| All | +595.5% | +292.0% | +303.5% | +312.8% |
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