+30.8%
XLV vs UMC
+261.2%
-230.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.5% | -0.2% |
| 7D | -3.6% | +9.0% | -12.6% | -3.7% |
| 30D | -1.8% | +17.2% | -19.1% | -2.2% |
| 3M | +7.8% | +11.4% | -3.6% | +6.7% |
| 6M | +9.1% | +137.5% | -128.4% | +1.3% |
| YTD | +7.7% | +193.1% | -185.4% | -2.4% |
| 1Y | +20.4% | +240.3% | -219.9% | +7.1% |
| 3Y | +30.8% | +262.2% | -231.4% | +11.4% |
| All | +30.8% | +261.2% | -230.4% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling