+134.2%
UMC vs EIX
+10.6%
+123.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.3% |
| 7D | +11.2% | +1.4% | +9.8% | +11.1% |
| 30D | -28.0% | +8.5% | -36.6% | -28.4% |
| 3M | -20.5% | -13.5% | -7.1% | -20.5% |
| 6M | -1.6% | -12.4% | +10.8% | -2.0% |
| YTD | +99.4% | +5.9% | +93.5% | +94.9% |
| 1Y | +120.4% | +7.6% | +112.8% | +115.0% |
| 3Y | +134.2% | +12.8% | +121.5% | +114.8% |
| All | +134.2% | +10.6% | +123.7% | +114.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling