+115.0%
UMC vs EMB
+0.7%
+114.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -4.3% |
| 7D | -14.7% | +0.7% | -15.4% | -16.0% |
| 30D | -32.9% | +2.3% | -35.2% | -36.7% |
| 3M | -22.2% | -2.5% | -19.7% | -15.9% |
| 6M | +25.9% | -1.1% | +27.0% | +33.7% |
| YTD | +107.9% | -0.6% | +108.5% | +121.1% |
| 1Y | +115.0% | +0.6% | +114.4% | +128.0% |
| All | +115.0% | +0.7% | +114.4% | +128.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 1y: compounded portfolio wealth divided by compounded EMB 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…
1y analysis · Full analysis span regression · 6 months rolling