+115.0%
UMC vs EIX
+18.9%
+96.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.1% | -5.2% | -2.0% |
| 7D | -14.7% | +4.5% | -19.2% | -14.6% |
| 30D | -32.9% | +15.2% | -48.1% | -32.8% |
| 3M | -22.2% | -11.6% | -10.6% | -23.5% |
| 6M | +25.9% | -8.4% | +34.3% | +23.8% |
| YTD | +107.9% | +8.2% | +99.7% | +117.8% |
| 1Y | +115.0% | +16.6% | +98.4% | +125.3% |
| All | +115.0% | +18.9% | +96.1% | +125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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