+143.7%
UMC vs EIX
+24.2%
+119.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.2% | +7.2% | +4.4% |
| 7D | +13.6% | +4.1% | +9.5% | +13.0% |
| 30D | +20.8% | -15.3% | +36.1% | +22.3% |
| 3M | +16.1% | -18.4% | +34.6% | +18.0% |
| 6M | +137.3% | -16.8% | +154.1% | +139.7% |
| YTD | +193.8% | -0.6% | +194.3% | +186.4% |
| 1Y | +236.1% | +10.7% | +225.4% | +219.8% |
| 3Y | +267.1% | -4.5% | +271.6% | +249.7% |
| All | +143.7% | +24.2% | +119.5% | +120.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling