+67.6%
EWZ vs UMC
+139.4%
-71.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.1% | -3.1% | +1.2% |
| 7D | +5.6% | +6.6% | -1.0% | +4.5% |
| 30D | +9.3% | +16.6% | -7.3% | +6.6% |
| 3M | +15.7% | +11.0% | +4.7% | +12.0% |
| 6M | +7.4% | +131.3% | -123.9% | -9.7% |
| YTD | +22.7% | +182.5% | -159.8% | -1.6% |
| 1Y | +36.4% | +222.3% | -185.9% | +6.3% |
| 3Y | +50.4% | +253.0% | -202.6% | +13.3% |
| 5Y | +67.6% | +141.8% | -74.2% | +32.0% |
| All | +67.6% | +139.4% | -71.8% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling