+85.5%
ETN vs UMC
+261.2%
-175.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.4% | +1.6% | +3.3% |
| 7D | +3.5% | +9.0% | -5.5% | +1.0% |
| 30D | -7.5% | +17.2% | -24.8% | -11.7% |
| 3M | +8.3% | +11.4% | -3.1% | +4.0% |
| 6M | +20.2% | +137.5% | -117.3% | -7.8% |
| YTD | +34.7% | +193.1% | -158.4% | -6.3% |
| 1Y | +19.4% | +240.3% | -220.9% | -22.1% |
| 3Y | +85.5% | +262.2% | -176.7% | +15.4% |
| All | +85.5% | +261.2% | -175.7% | +15.4% |
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