+229.1%
UMC vs EMB
+3.6%
+225.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -0.4% |
| 7D | +11.4% | -1.1% | +12.5% | +14.7% |
| 30D | +16.8% | -1.1% | +17.9% | +20.0% |
| 3M | +19.1% | -0.8% | +19.9% | +22.4% |
| 6M | +137.4% | -0.1% | +137.5% | +140.8% |
| YTD | +186.4% | +0.4% | +185.9% | +191.3% |
| 1Y | +229.1% | +3.3% | +225.8% | +213.7% |
| All | +229.1% | +3.6% | +225.4% | +213.7% |
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