+978.5%
UMC vs EFV
+253.2%
+725.3%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.9% |
| 7D | +13.6% | -0.5% | +14.1% | +14.1% |
| 30D | +20.8% | 0.0% | +20.7% | +20.6% |
| 3M | +16.1% | +8.4% | +7.7% | +7.2% |
| 6M | +137.3% | +12.3% | +125.0% | +111.5% |
| YTD | +193.8% | +17.4% | +176.4% | +149.8% |
| 1Y | +236.1% | +27.1% | +209.0% | +162.9% |
| 3Y | +267.1% | +90.7% | +176.4% | +88.4% |
| 5Y | +145.3% | +95.6% | +49.6% | +24.1% |
| 10Y | +1,857.3% | +165.3% | +1,692.0% | +584.2% |
| All | +978.5% | +253.2% | +725.3% | +150.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling