+166.0%
UMC vs ECL
+2,196.1%
-2,030.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.6% | +6.3% | +6.5% |
| 7D | +0.1% | -2.3% | +2.4% | +1.9% |
| 30D | -28.7% | +8.3% | -37.0% | -32.2% |
| 3M | -15.1% | +8.4% | -23.5% | -19.8% |
| 6M | +5.0% | +23.3% | -18.3% | -9.7% |
| YTD | +108.2% | +18.2% | +90.0% | +82.7% |
| 1Y | +121.7% | +18.8% | +103.0% | +93.6% |
| 3Y | +139.8% | +78.5% | +61.3% | +56.1% |
| 5Y | +85.1% | +40.1% | +45.0% | +37.9% |
| 10Y | +1,341.4% | +196.5% | +1,144.9% | +450.2% |
| All | +166.0% | +2,196.1% | -2,030.1% | -79.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling