+50.9%
XYZ vs UMC
+252.5%
-201.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.1% | -8.3% | -4.2% |
| 7D | +2.9% | +6.6% | -3.7% | +1.4% |
| 30D | +1.4% | +16.6% | -15.2% | -2.0% |
| 3M | +14.6% | +11.0% | +3.5% | +8.7% |
| 6M | +20.8% | +131.3% | -110.5% | -7.0% |
| YTD | +23.1% | +182.5% | -159.4% | -14.1% |
| 1Y | +5.6% | +222.3% | -216.6% | -30.4% |
| 3Y | +50.9% | +253.0% | -202.1% | -20.4% |
| All | +50.9% | +252.5% | -201.6% | -20.4% |
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