+260.9%
UMC vs EL
+601.5%
-340.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.1% | +7.1% | +5.9% |
| 7D | +6.6% | +1.7% | +4.9% | +5.8% |
| 30D | +16.6% | +15.5% | +1.1% | +8.9% |
| 3M | +11.0% | +20.6% | -9.5% | +1.6% |
| 6M | +131.3% | +10.5% | +120.8% | +116.1% |
| YTD | +182.5% | -1.9% | +184.4% | +171.6% |
| 1Y | +222.3% | +16.1% | +206.2% | +186.5% |
| 3Y | +253.0% | -30.2% | +283.3% | +251.8% |
| 5Y | +141.8% | -67.4% | +209.2% | +238.7% |
| 10Y | +1,772.2% | +31.2% | +1,741.0% | +1,125.0% |
| All | +260.9% | +601.5% | -340.6% | -29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling