+154.7%
UMC vs ED
+1,031.9%
-877.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.7% |
| 7D | +11.2% | +2.1% | +9.1% | +10.4% |
| 30D | -28.0% | +10.4% | -38.4% | -30.7% |
| 3M | -20.5% | +12.5% | -33.1% | -24.0% |
| 6M | -1.6% | +14.9% | -16.5% | -7.2% |
| YTD | +99.4% | +24.8% | +74.5% | +81.6% |
| 1Y | +120.4% | +23.8% | +96.6% | +101.0% |
| 3Y | +134.2% | +51.6% | +82.6% | +92.8% |
| 5Y | +78.8% | +86.4% | -7.6% | +32.3% |
| 10Y | +1,280.4% | +145.4% | +1,135.0% | +689.0% |
| All | +154.7% | +1,031.9% | -877.2% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling