+86.7%
UMC vs ECL
+39.5%
+47.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.6% | +6.3% | +6.7% |
| 7D | +0.1% | -2.3% | +2.4% | +1.3% |
| 30D | -28.7% | +8.3% | -37.0% | -31.0% |
| 3M | -15.1% | +8.4% | -23.5% | -18.1% |
| 6M | +5.0% | +23.3% | -18.3% | -5.6% |
| YTD | +108.2% | +18.2% | +90.0% | +90.2% |
| 1Y | +121.7% | +18.8% | +103.0% | +101.8% |
| 3Y | +139.8% | +78.5% | +61.3% | +70.8% |
| All | +86.7% | +39.5% | +47.3% | +30.9% |
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