+243.6%
UMC vs ECL
+1,977.4%
-1,733.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.5% |
| 7D | +5.0% | -2.6% | +7.6% | +6.7% |
| 30D | +7.7% | -2.2% | +9.8% | +9.0% |
| 3M | +1.7% | +10.1% | -8.4% | -5.6% |
| 6M | +113.9% | -5.7% | +119.7% | +118.4% |
| YTD | +168.9% | +7.0% | +161.9% | +152.4% |
| 1Y | +207.2% | +2.7% | +204.5% | +194.6% |
| 3Y | +227.7% | +57.7% | +170.0% | +131.1% |
| 5Y | +118.0% | +31.1% | +86.9% | +69.2% |
| 10Y | +1,682.1% | +150.9% | +1,531.3% | +666.0% |
| All | +243.6% | +1,977.4% | -1,733.8% | -71.8% |
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