+275.3%
UMC vs EME
+12,611.7%
-12,336.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.4% | +5.1% |
| 7D | +13.6% | +2.7% | +10.9% | +12.2% |
| 30D | +20.8% | -6.8% | +27.6% | +24.4% |
| 3M | +16.1% | -8.8% | +25.0% | +21.7% |
| 6M | +137.3% | +5.0% | +132.3% | +132.0% |
| YTD | +193.8% | +23.5% | +170.3% | +165.0% |
| 1Y | +236.1% | +21.3% | +214.8% | +199.7% |
| 3Y | +267.1% | +241.1% | +26.1% | +88.6% |
| 5Y | +145.3% | +549.2% | -403.9% | -9.2% |
| 10Y | +1,857.3% | +1,306.4% | +550.9% | +332.8% |
| All | +275.3% | +12,611.7% | -12,336.4% | -79.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling