+1,342.3%
UMC vs EMB
+132.1%
+1,210.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +5.0% | 0.0% | +5.0% | +4.9% |
| 30D | +7.7% | -0.3% | +8.0% | +7.9% |
| 3M | +1.7% | -0.4% | +2.1% | +2.1% |
| 6M | +113.9% | +0.1% | +113.8% | +114.5% |
| YTD | +168.9% | +1.6% | +167.3% | +167.1% |
| 1Y | +207.2% | +5.6% | +201.6% | +197.5% |
| 3Y | +227.7% | +29.8% | +197.9% | +179.0% |
| 5Y | +118.0% | +7.3% | +110.8% | +105.1% |
| 10Y | +1,682.1% | +30.4% | +1,651.7% | +1,454.2% |
| All | +1,342.3% | +132.1% | +1,210.2% | +1,139.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling