+33.6%
XLY vs UMC
+261.2%
-227.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.6% |
| 7D | -1.7% | +9.0% | -10.7% | -2.9% |
| 30D | -4.2% | +17.2% | -21.4% | -6.5% |
| 3M | -2.7% | +11.4% | -14.1% | -5.9% |
| 6M | -0.6% | +137.5% | -138.1% | -18.5% |
| YTD | -5.0% | +193.1% | -198.1% | -27.9% |
| 1Y | -4.1% | +240.3% | -244.4% | -30.8% |
| 3Y | +33.6% | +262.2% | -228.6% | -10.5% |
| All | +33.6% | +261.2% | -227.6% | -10.5% |
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