+145.3%
UMC vs EL
-68.4%
+213.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.9% | +6.9% | +4.7% |
| 7D | +13.6% | -2.4% | +16.0% | +14.2% |
| 30D | +20.8% | +13.7% | +7.1% | +16.2% |
| 3M | +16.1% | +14.5% | +1.6% | +11.4% |
| 6M | +137.3% | +7.4% | +129.9% | +129.4% |
| YTD | +193.8% | -4.7% | +198.5% | +189.5% |
| 1Y | +236.1% | +12.9% | +223.2% | +213.8% |
| 3Y | +267.1% | -32.2% | +299.3% | +288.4% |
| 5Y | +145.3% | -68.4% | +213.7% | +274.3% |
| All | +145.3% | -68.4% | +213.6% | +274.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling