+1,798.0%
UMC vs ECL
+155.8%
+1,642.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | +11.4% | -2.6% | +14.0% | +12.5% |
| 30D | +16.8% | -4.6% | +21.4% | +18.8% |
| 3M | +19.1% | +6.0% | +13.1% | +15.3% |
| 6M | +137.4% | -3.0% | +140.4% | +137.9% |
| YTD | +186.4% | +4.0% | +182.4% | +178.2% |
| 1Y | +229.1% | +2.0% | +227.1% | +221.5% |
| 3Y | +257.9% | +53.9% | +204.0% | +189.5% |
| 5Y | +137.5% | +27.1% | +110.4% | +101.8% |
| All | +1,798.0% | +155.8% | +1,642.2% | +1,264.1% |
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