+751.2%
XLV vs UMC
+292.0%
+459.2%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.5% | -0.5% |
| 7D | -3.6% | +9.0% | -12.6% | -4.7% |
| 30D | -1.8% | +17.2% | -19.1% | -4.0% |
| 3M | +7.8% | +11.4% | -3.6% | +4.7% |
| 6M | +9.1% | +137.5% | -128.4% | -5.6% |
| YTD | +7.7% | +193.1% | -185.4% | -10.1% |
| 1Y | +20.4% | +240.3% | -219.9% | -1.9% |
| 3Y | +30.8% | +262.2% | -231.4% | +4.2% |
| 5Y | +34.6% | +143.1% | -108.5% | +11.5% |
| 10Y | +173.4% | +1,853.0% | -1,679.6% | +57.6% |
| All | +751.2% | +292.0% | +459.2% | +358.0% |
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