+115.0%
UMC vs EFX
-7.5%
+122.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.4% | -4.5% | -1.3% |
| 7D | -14.7% | +9.2% | -23.9% | -12.1% |
| 30D | -32.9% | +34.8% | -67.6% | -26.4% |
| 3M | -22.2% | +8.8% | -31.0% | -19.0% |
| 6M | +25.9% | +12.3% | +13.6% | +33.1% |
| YTD | +107.9% | -10.6% | +118.5% | +110.6% |
| 1Y | +115.0% | -6.7% | +121.8% | +116.9% |
| All | +115.0% | -7.5% | +122.6% | +116.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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