+49.5%
EWZ vs UMC
+234.1%
-184.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.6% | -5.3% | -1.3% |
| 7D | +6.5% | +5.0% | +1.5% | +5.8% |
| 30D | +4.8% | +7.7% | -2.8% | +3.8% |
| 3M | +9.9% | +1.7% | +8.2% | +8.1% |
| 6M | +1.9% | +113.9% | -112.0% | -12.0% |
| YTD | +20.3% | +168.9% | -148.6% | -1.1% |
| 1Y | +35.6% | +207.2% | -171.6% | +8.2% |
| All | +49.5% | +234.1% | -184.6% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling