+1,842.6%
UMC vs EIX
+19.9%
+1,822.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.5% |
| 7D | +9.0% | -1.4% | +10.4% | +9.2% |
| 30D | +17.2% | -19.3% | +36.6% | +19.5% |
| 3M | +11.4% | -21.7% | +33.1% | +13.7% |
| 6M | +137.5% | -19.8% | +157.3% | +141.4% |
| YTD | +193.1% | -3.0% | +196.2% | +190.0% |
| 1Y | +240.3% | +5.1% | +235.2% | +232.4% |
| 3Y | +262.2% | -7.0% | +269.2% | +255.3% |
| 5Y | +143.1% | +22.0% | +121.1% | +129.5% |
| All | +1,842.6% | +19.9% | +1,822.7% | +1,757.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling