+969.4%
UMC vs EMB
+126.0%
+843.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.1% |
| 7D | +11.2% | -0.9% | +12.1% | +11.9% |
| 30D | -28.0% | +0.4% | -28.4% | -28.2% |
| 3M | -20.5% | -3.1% | -17.4% | -18.7% |
| 6M | -1.6% | -2.1% | +0.5% | +0.2% |
| YTD | +99.4% | -1.1% | +100.5% | +101.9% |
| 1Y | +120.4% | -0.1% | +120.5% | +121.7% |
| 3Y | +134.2% | +29.6% | +104.6% | +100.2% |
| 5Y | +78.8% | +7.2% | +71.7% | +69.3% |
| 10Y | +1,280.4% | +35.5% | +1,245.0% | +1,101.8% |
| All | +969.4% | +126.0% | +843.4% | +837.2% |
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