0.0%
EWZ vs UMC
+121.2%
-121.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.9% |
| 7D | +0.1% | +17.8% | -17.7% | -0.9% |
| 30D | -25.9% | -29.6% | +3.7% | -24.7% |
| 3M | -6.1% | -18.4% | +12.2% | -6.3% |
| 6M | -16.1% | -0.1% | -16.0% | -18.8% |
| YTD | +1.0% | +104.0% | -103.1% | -5.5% |
| 1Y | 0.0% | +121.5% | -121.5% | -6.7% |
| All | 0.0% | +121.2% | -121.2% | -6.7% |
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 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