+387.6%
EFA vs UMC
+543.5%
-156.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.0% | -5.1% | -2.0% |
| 7D | -0.5% | +13.6% | -14.1% | -3.5% |
| 30D | -1.3% | +20.8% | -22.1% | -5.8% |
| 3M | +5.2% | +16.1% | -10.9% | -0.5% |
| 6M | +9.4% | +137.3% | -127.9% | -14.0% |
| YTD | +12.7% | +193.8% | -181.0% | -16.8% |
| 1Y | +19.3% | +236.1% | -216.8% | -15.1% |
| 3Y | +66.3% | +267.1% | -200.8% | +13.7% |
| 5Y | +53.4% | +145.3% | -91.9% | +12.6% |
| 10Y | +144.4% | +1,857.3% | -1,712.9% | -3.3% |
| All | +387.6% | +543.5% | -156.0% | +79.6% |
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