+92.6%
EWZ vs UMC
+1,867.9%
-1,775.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.0% | -5.4% | -2.1% |
| 7D | -0.1% | +13.6% | -13.7% | -2.4% |
| 30D | +8.2% | +20.8% | -12.6% | +4.4% |
| 3M | +13.3% | +16.1% | -2.8% | +8.3% |
| 6M | +3.6% | +137.3% | -133.7% | -15.0% |
| YTD | +21.0% | +193.8% | -172.8% | -5.7% |
| 1Y | +34.7% | +236.1% | -201.4% | +1.8% |
| 3Y | +48.3% | +267.1% | -218.8% | +8.3% |
| 5Y | +60.1% | +145.3% | -85.2% | +23.7% |
| 10Y | +92.6% | +1,857.3% | -1,764.8% | -23.2% |
| All | +92.6% | +1,867.9% | -1,775.3% | -23.2% |
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 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