-11.2%
XYL vs UMAC
+488.3%
-499.5%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.9% |
| 7D | -1.2% | -4.0% | +2.8% | -1.2% |
| 30D | -13.2% | -9.4% | -3.8% | -13.1% |
| 3M | -0.2% | +3.0% | -3.1% | -0.6% |
| 6M | -12.5% | +27.2% | -39.7% | -13.9% |
| YTD | -20.9% | +84.7% | -105.6% | -23.1% |
| 1Y | -21.6% | +136.5% | -158.0% | -24.3% |
| All | -11.2% | +488.3% | -499.5% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 5y: compounded portfolio wealth divided by compounded UMAC 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…
5y analysis · Full analysis span regression · 6 months rolling