+253.9%
UMC vs EL
-34.4%
+288.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -2.2% |
| 7D | +11.4% | -4.4% | +15.7% | +12.0% |
| 30D | +16.8% | +10.3% | +6.5% | +15.0% |
| 3M | +19.1% | +13.4% | +5.7% | +16.7% |
| 6M | +137.4% | +3.1% | +134.4% | +134.6% |
| YTD | +186.4% | -6.9% | +193.3% | +185.0% |
| 1Y | +229.1% | +11.9% | +217.2% | +218.2% |
| All | +253.9% | -34.4% | +288.3% | +263.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling