+222.9%
EWY vs UMC
+261.2%
-38.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.4% | +0.9% | +2.3% |
| 7D | -0.1% | +9.0% | -9.1% | -3.7% |
| 30D | +7.3% | +17.2% | -9.9% | +0.1% |
| 3M | -5.1% | +11.4% | -16.5% | -10.0% |
| 6M | +42.1% | +137.5% | -95.5% | +4.9% |
| YTD | +94.1% | +193.1% | -99.0% | +31.8% |
| 1Y | +147.8% | +240.3% | -92.5% | +59.4% |
| 3Y | +222.9% | +262.2% | -39.3% | +95.1% |
| All | +222.9% | +261.2% | -38.3% | +95.1% |
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 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