+363.9%
EWZ vs UMC
+160.4%
+203.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.7% |
| 7D | +1.3% | -8.3% | +9.6% | +3.3% |
| 30D | -26.2% | -34.5% | +8.3% | -17.3% |
| 3M | -8.6% | -20.0% | +11.3% | -4.6% |
| 6M | -17.0% | -0.7% | -16.3% | -21.6% |
| YTD | +2.2% | +94.7% | -92.6% | -23.3% |
| 1Y | +2.7% | +106.0% | -103.3% | -24.4% |
| 3Y | +18.2% | +124.3% | -106.1% | -17.7% |
| 5Y | +56.0% | +78.0% | -22.0% | +12.0% |
| 10Y | +60.8% | +1,225.9% | -1,165.1% | -47.6% |
| All | +363.9% | +160.4% | +203.5% | +51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling