+260.9%
UMC vs EFX
+1,358.8%
-1,097.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.1% | +8.1% | +6.6% |
| 7D | +6.6% | -7.8% | +14.4% | +10.6% |
| 30D | +16.6% | -5.7% | +22.3% | +19.1% |
| 3M | +11.0% | +2.5% | +8.5% | +5.1% |
| 6M | +131.3% | -16.7% | +148.0% | +142.4% |
| YTD | +182.5% | -20.2% | +202.7% | +197.5% |
| 1Y | +222.3% | -31.4% | +253.6% | +265.8% |
| 3Y | +253.0% | -10.5% | +263.5% | +221.2% |
| 5Y | +141.8% | -35.2% | +177.0% | +157.4% |
| 10Y | +1,772.2% | +40.2% | +1,732.1% | +947.6% |
| All | +260.9% | +1,358.8% | -1,097.8% | -66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling