+207.2%
UMC vs EME
+19.7%
+187.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +2.9% | +3.8% |
| 7D | +5.0% | +1.9% | +3.1% | +4.1% |
| 30D | +7.7% | -8.3% | +15.9% | +11.8% |
| 3M | +1.7% | -10.7% | +12.4% | +6.1% |
| 6M | +113.9% | +1.9% | +112.0% | +117.1% |
| YTD | +168.9% | +23.5% | +145.4% | +166.7% |
| 1Y | +207.2% | +18.0% | +189.2% | +193.5% |
| All | +207.2% | +19.7% | +187.5% | +193.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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