+15.0%
EEM vs UMC
+112.5%
-97.5%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +2.9% | +1.3% |
| 7D | -3.0% | -14.7% | +11.7% | +0.1% |
| 30D | -10.3% | -32.9% | +22.5% | -3.0% |
| 3M | -6.6% | -22.2% | +15.5% | -2.4% |
| 6M | -3.4% | +25.9% | -29.3% | -6.1% |
| YTD | +13.2% | +107.9% | -94.7% | +5.6% |
| 1Y | +15.0% | +115.0% | -100.0% | +6.5% |
| All | +15.0% | +112.5% | -97.5% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling