+8.1%
EWZ vs UMC
+112.5%
-104.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +1.7% |
| 7D | -4.1% | -14.7% | +10.6% | -3.3% |
| 30D | -25.0% | -32.9% | +7.9% | -23.5% |
| 3M | -10.6% | -22.2% | +11.5% | -10.3% |
| 6M | -16.6% | +25.9% | -42.5% | -20.9% |
| YTD | +2.5% | +107.9% | -105.4% | -5.1% |
| 1Y | +8.1% | +115.0% | -107.0% | -0.9% |
| All | +8.1% | +112.5% | -104.4% | -0.9% |
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