+142.8%
EFA vs UMC
+1,863.6%
-1,720.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.6% |
| 7D | -1.5% | +9.0% | -10.5% | -3.0% |
| 30D | -1.7% | +17.2% | -18.9% | -4.5% |
| 3M | +3.5% | +11.4% | -7.9% | +0.1% |
| 6M | +9.5% | +137.5% | -128.0% | -8.7% |
| YTD | +12.9% | +193.1% | -180.2% | -10.5% |
| 1Y | +18.2% | +240.3% | -222.1% | -9.2% |
| 3Y | +64.8% | +262.2% | -197.4% | +23.4% |
| 5Y | +53.9% | +143.1% | -89.2% | +20.2% |
| All | +142.8% | +1,863.6% | -1,720.8% | +26.1% |
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