+154.7%
UMC vs EIX
+479.1%
-324.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | +11.2% | +1.4% | +9.8% | +10.8% |
| 30D | -28.0% | +8.5% | -36.6% | -29.7% |
| 3M | -20.5% | -13.5% | -7.1% | -18.6% |
| 6M | -1.6% | -12.4% | +10.8% | 0.0% |
| YTD | +99.4% | +5.9% | +93.5% | +91.2% |
| 1Y | +120.4% | +7.6% | +112.8% | +110.3% |
| 3Y | +134.2% | +12.8% | +121.5% | +114.9% |
| 5Y | +78.8% | +19.2% | +59.6% | +59.6% |
| 10Y | +1,280.4% | +34.9% | +1,245.6% | +998.0% |
| All | +154.7% | +479.1% | -324.4% | +30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling