+262.2%
UMC vs EFV
+90.2%
+172.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +1.3% |
| 7D | +9.0% | -0.8% | +9.8% | +9.8% |
| 30D | +17.2% | +0.6% | +16.6% | +16.4% |
| 3M | +11.4% | +7.5% | +3.9% | +4.1% |
| 6M | +137.5% | +13.0% | +124.5% | +113.0% |
| YTD | +193.1% | +18.3% | +174.8% | +152.3% |
| 1Y | +240.3% | +26.7% | +213.6% | +174.6% |
| 3Y | +262.2% | +89.6% | +172.6% | +92.9% |
| All | +262.2% | +90.2% | +172.0% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 3y: compounded portfolio wealth divided by compounded EFV 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…
3y analysis · Full analysis span regression · 6 months rolling