+62.4%
EWY vs UMC
+112.5%
-50.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -0.9% |
| 7D | -8.3% | -14.7% | +6.4% | -1.1% |
| 30D | -20.5% | -32.9% | +12.3% | -4.1% |
| 3M | -11.1% | -22.2% | +11.0% | -0.5% |
| 6M | -7.0% | +25.9% | -32.9% | -9.8% |
| YTD | +56.5% | +107.9% | -51.5% | +34.3% |
| 1Y | +62.4% | +115.0% | -52.6% | +37.2% |
| All | +62.4% | +112.5% | -50.1% | +37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling