+1,657.7%
EWY vs UMC
+292.9%
+1,364.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | -1.1% |
| 7D | +6.7% | +13.6% | -7.0% | +1.5% |
| 30D | +17.0% | +20.8% | -3.8% | +8.6% |
| 3M | +3.7% | +16.1% | -12.5% | -2.7% |
| 6M | +42.5% | +137.3% | -94.8% | +1.8% |
| YTD | +96.2% | +193.8% | -97.5% | +27.3% |
| 1Y | +160.4% | +236.1% | -75.7% | +60.1% |
| 3Y | +231.7% | +267.1% | -35.4% | +92.4% |
| 5Y | +153.3% | +145.3% | +8.0% | +65.1% |
| 10Y | +308.8% | +1,857.3% | -1,548.5% | +3.5% |
| All | +1,657.7% | +292.9% | +1,364.8% | +385.3% |
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