+1,272.7%
UMC vs ECL
+197.5%
+1,075.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -2.9% |
| 7D | +11.2% | +2.9% | +8.3% | +10.0% |
| 30D | -28.0% | +7.5% | -35.5% | -30.0% |
| 3M | -20.5% | +12.2% | -32.8% | -24.3% |
| 6M | -1.6% | +24.6% | -26.1% | -10.8% |
| YTD | +99.4% | +18.8% | +80.6% | +83.6% |
| 1Y | +120.4% | +19.3% | +101.1% | +102.3% |
| 3Y | +134.2% | +78.2% | +56.0% | +78.7% |
| 5Y | +78.8% | +38.8% | +40.0% | +46.5% |
| All | +1,272.7% | +197.5% | +1,075.2% | +894.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling