+207.2%
UMC vs EL
+14.8%
+192.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.0% | +1.6% | +4.2% |
| 7D | +5.0% | +0.8% | +4.2% | +4.8% |
| 30D | +7.7% | +19.8% | -12.2% | +5.1% |
| 3M | +1.7% | +25.7% | -24.0% | -1.4% |
| 6M | +113.9% | +5.4% | +108.5% | +111.1% |
| YTD | +168.9% | +0.2% | +168.7% | +162.6% |
| 1Y | +207.2% | +20.4% | +186.8% | +183.9% |
| All | +207.2% | +14.8% | +192.4% | +183.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling