+856.1%
EEM vs UMC
+1,209.7%
-353.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | -1.6% |
| 7D | +3.1% | +6.6% | -3.5% | +0.6% |
| 30D | +4.9% | +16.6% | -11.7% | -1.1% |
| 3M | +5.2% | +11.0% | -5.8% | -1.2% |
| 6M | +20.7% | +131.3% | -110.6% | -14.9% |
| YTD | +26.5% | +182.5% | -156.0% | -18.9% |
| 1Y | +37.8% | +222.3% | -184.4% | -16.2% |
| 3Y | +91.0% | +253.0% | -162.1% | +8.8% |
| 5Y | +47.0% | +141.8% | -94.8% | -7.4% |
| 10Y | +125.6% | +1,772.2% | -1,646.6% | -47.4% |
| All | +856.1% | +1,209.7% | -353.6% | +94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling