+36.6%
EWZ vs UMC
+222.3%
-185.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.1% | -3.1% | +1.6% |
| 7D | +5.6% | +6.6% | -1.0% | +5.0% |
| 30D | +9.3% | +16.6% | -7.3% | +7.8% |
| 3M | +15.7% | +11.0% | +4.7% | +13.2% |
| 6M | +7.4% | +131.3% | -123.9% | -4.2% |
| YTD | +22.7% | +182.5% | -159.8% | +7.6% |
| All | +36.6% | +222.3% | -185.7% | +14.4% |
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