+1,842.6%
UMC vs EL
+26.1%
+1,816.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.2% |
| 7D | +9.0% | -6.5% | +15.5% | +11.0% |
| 30D | +17.2% | +11.1% | +6.1% | +13.1% |
| 3M | +11.4% | +10.7% | +0.7% | +7.3% |
| 6M | +137.5% | +6.9% | +130.6% | +129.2% |
| YTD | +193.1% | -6.3% | +199.4% | +189.7% |
| 1Y | +240.3% | +13.5% | +226.8% | +215.7% |
| 3Y | +262.2% | -33.1% | +295.3% | +274.9% |
| 5Y | +143.1% | -68.8% | +211.9% | +233.2% |
| All | +1,842.6% | +26.1% | +1,816.4% | +1,840.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling