+263.0%
UMC vs ECL
+54.1%
+208.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.1% | +6.1% | +4.4% |
| 7D | +13.6% | -2.7% | +16.4% | +14.3% |
| 30D | +20.8% | -4.3% | +25.0% | +21.9% |
| 3M | +16.1% | +3.2% | +12.9% | +14.1% |
| 6M | +137.3% | -2.9% | +140.2% | +137.4% |
| YTD | +193.8% | +4.3% | +189.5% | +187.0% |
| 1Y | +236.1% | +1.6% | +234.4% | +230.3% |
| All | +263.0% | +54.1% | +208.9% | +219.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling