+263.0%
UMC vs EMB
+30.5%
+232.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.3% |
| 7D | +13.6% | 0.0% | +13.6% | +13.6% |
| 30D | +20.8% | -0.3% | +21.0% | +21.2% |
| 3M | +16.1% | -0.3% | +16.4% | +17.0% |
| 6M | +137.3% | +0.7% | +136.6% | +136.6% |
| YTD | +193.8% | +1.3% | +192.5% | +191.0% |
| 1Y | +236.1% | +4.7% | +231.4% | +219.2% |
| All | +263.0% | +30.5% | +232.5% | +172.3% |
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