+229.1%
UMC vs ED
+13.6%
+215.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -3.0% |
| 7D | +11.4% | -1.9% | +13.2% | +9.9% |
| 30D | +16.8% | +0.1% | +16.7% | +16.9% |
| 3M | +19.1% | 0.0% | +19.1% | +18.9% |
| 6M | +137.4% | -2.5% | +139.9% | +136.2% |
| YTD | +186.4% | +10.1% | +176.3% | +194.0% |
| 1Y | +229.1% | +13.6% | +215.5% | +228.1% |
| All | +229.1% | +13.6% | +215.5% | +228.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling