+145.3%
UMC vs ECL
+25.4%
+119.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.1% | +6.1% | +4.9% |
| 7D | +13.6% | -2.7% | +16.4% | +14.9% |
| 30D | +20.8% | -4.3% | +25.0% | +22.9% |
| 3M | +16.1% | +3.2% | +12.9% | +13.3% |
| 6M | +137.3% | -2.9% | +140.2% | +137.7% |
| YTD | +193.8% | +4.3% | +189.5% | +183.5% |
| 1Y | +236.1% | +1.6% | +234.4% | +227.3% |
| 3Y | +267.1% | +54.3% | +212.8% | +180.5% |
| 5Y | +145.3% | +26.5% | +118.8% | +86.0% |
| All | +145.3% | +25.4% | +119.9% | +86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling