+145.3%
UMC vs ED
+66.4%
+78.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +3.9% |
| 7D | +13.6% | -0.2% | +13.8% | +13.6% |
| 30D | +20.8% | +1.9% | +18.8% | +21.0% |
| 3M | +16.1% | +1.9% | +14.3% | +16.1% |
| 6M | +137.3% | -2.3% | +139.6% | +137.2% |
| YTD | +193.8% | +10.9% | +182.9% | +193.2% |
| 1Y | +236.1% | +14.5% | +221.6% | +235.0% |
| 3Y | +267.1% | +33.4% | +233.7% | +257.9% |
| 5Y | +145.3% | +67.3% | +78.0% | +152.4% |
| All | +145.3% | +66.4% | +78.9% | +152.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling