+128.5%
EEM vs UMC
+1,863.6%
-1,735.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.7% |
| 7D | -1.3% | +9.0% | -10.3% | -3.3% |
| 30D | +2.1% | +17.2% | -15.2% | -1.9% |
| 3M | +1.0% | +11.4% | -10.4% | -2.9% |
| 6M | +15.9% | +137.5% | -121.6% | -7.7% |
| YTD | +24.6% | +193.1% | -168.5% | -6.8% |
| 1Y | +32.3% | +240.3% | -208.0% | -4.9% |
| 3Y | +85.9% | +262.2% | -176.3% | +29.4% |
| 5Y | +45.4% | +143.1% | -97.8% | +7.7% |
| All | +128.5% | +1,863.6% | -1,735.0% | -4.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling