+139.7%
UMC vs EMB
+30.1%
+109.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -0.7% |
| 7D | +17.8% | -0.7% | +18.5% | +19.2% |
| 30D | -29.6% | +0.5% | -30.1% | -30.1% |
| 3M | -18.4% | -2.5% | -15.9% | -14.8% |
| 6M | -0.1% | -2.0% | +1.9% | +4.1% |
| YTD | +104.0% | -0.9% | +104.9% | +109.8% |
| 1Y | +121.5% | -0.3% | +121.8% | +126.1% |
| All | +139.7% | +30.1% | +109.6% | +83.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling