+154.7%
UMC vs EL
+670.9%
-516.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.7% |
| 7D | +11.2% | +1.5% | +9.7% | +10.5% |
| 30D | -28.0% | +10.0% | -38.0% | -30.8% |
| 3M | -20.5% | +28.4% | -48.9% | -29.2% |
| 6M | -1.6% | +37.1% | -38.6% | -15.5% |
| YTD | +99.4% | +7.8% | +91.5% | +83.7% |
| 1Y | +120.4% | +26.0% | +94.4% | +89.7% |
| 3Y | +134.2% | +3.8% | +130.4% | +97.3% |
| 5Y | +78.8% | -65.2% | +144.0% | +144.0% |
| 10Y | +1,280.4% | +62.1% | +1,218.3% | +715.4% |
| All | +154.7% | +670.9% | -516.2% | -52.4% |
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