+83.6%
EEM vs UMC
+252.9%
-169.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.4% | -1.6% |
| 7D | -0.7% | +11.4% | -12.1% | -3.1% |
| 30D | +2.4% | +16.8% | -14.4% | -1.3% |
| 3M | +4.2% | +19.1% | -14.9% | -1.1% |
| 6M | +14.8% | +137.4% | -122.7% | -6.7% |
| YTD | +23.1% | +186.4% | -163.3% | -5.8% |
| 1Y | +32.5% | +229.1% | -196.5% | -2.6% |
| All | +83.6% | +252.9% | -169.3% | +27.5% |
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