+144.1%
UMC vs EFX
-36.2%
+180.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.2% |
| 7D | +9.0% | -4.5% | +13.6% | +10.2% |
| 30D | +17.2% | -6.1% | +23.3% | +18.6% |
| 3M | +11.4% | +6.2% | +5.2% | +6.7% |
| 6M | +137.5% | -11.2% | +148.7% | +140.7% |
| YTD | +193.1% | -21.4% | +214.5% | +206.6% |
| 1Y | +240.3% | -34.3% | +274.6% | +280.7% |
| 3Y | +262.2% | -12.5% | +274.7% | +234.5% |
| All | +144.1% | -36.2% | +180.3% | +155.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling