+6,680.4%
ETN vs UMC
+283.0%
+6,397.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.1% | -0.9% |
| 7D | +3.0% | +11.4% | -8.4% | +0.4% |
| 30D | -10.9% | +16.8% | -27.7% | -14.4% |
| 3M | +9.2% | +19.1% | -9.9% | +3.6% |
| 6M | +13.9% | +137.4% | -123.5% | -9.6% |
| YTD | +29.5% | +186.4% | -156.8% | -2.9% |
| 1Y | +14.2% | +229.1% | -214.9% | -17.4% |
| 3Y | +79.9% | +257.9% | -178.0% | +26.3% |
| 5Y | +175.7% | +137.5% | +38.1% | +107.9% |
| 10Y | +693.2% | +1,808.2% | -1,114.9% | +232.3% |
| All | +6,680.4% | +283.0% | +6,397.4% | +2,552.2% |
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