+243.6%
UMC vs EIX
+437.5%
-193.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.7% | +4.4% |
| 7D | +5.0% | -19.1% | +24.0% | +9.9% |
| 30D | +7.7% | -16.9% | +24.6% | +11.6% |
| 3M | +1.7% | -20.0% | +21.7% | +6.1% |
| 6M | +113.9% | -21.3% | +135.2% | +123.7% |
| YTD | +168.9% | -1.7% | +170.6% | +163.4% |
| 1Y | +207.2% | +9.6% | +197.6% | +190.9% |
| 3Y | +227.7% | -3.7% | +231.4% | +214.3% |
| 5Y | +118.0% | +22.6% | +95.4% | +92.6% |
| 10Y | +1,682.1% | +17.7% | +1,664.4% | +1,377.6% |
| All | +243.6% | +437.5% | -193.9% | +80.1% |
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