+66.5%
EWZ vs UMC
+1,272.7%
-1,206.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +1.8% |
| 7D | +0.8% | +11.2% | -10.4% | -1.1% |
| 30D | -24.4% | -28.0% | +3.7% | -20.5% |
| 3M | -4.6% | -20.5% | +15.9% | -2.1% |
| 6M | -11.6% | -1.6% | -10.0% | -14.7% |
| YTD | +2.4% | +99.4% | -97.0% | -15.4% |
| 1Y | +2.1% | +120.4% | -118.3% | -17.5% |
| 3Y | +18.7% | +134.2% | -115.5% | -6.8% |
| 5Y | +54.2% | +78.8% | -24.7% | +24.6% |
| All | +66.5% | +1,272.7% | -1,206.3% | -25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling