+240.3%
UMC vs EFX
-30.9%
+271.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.5% |
| 7D | +9.0% | -4.5% | +13.6% | +8.0% |
| 30D | +17.2% | -6.1% | +23.3% | +16.0% |
| 3M | +11.4% | +6.2% | +5.2% | +11.2% |
| 6M | +137.5% | -11.2% | +148.7% | +140.4% |
| YTD | +193.1% | -21.4% | +214.5% | +191.5% |
| 1Y | +240.3% | -34.3% | +274.6% | +253.1% |
| All | +240.3% | -30.9% | +271.2% | +253.1% |
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