+115.0%
UMC vs EMR
+25.6%
+89.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.4% | -4.5% | -3.1% |
| 7D | -14.7% | +1.6% | -16.3% | -15.2% |
| 30D | -32.9% | +5.0% | -37.9% | -34.1% |
| 3M | -22.2% | +7.7% | -29.8% | -24.5% |
| 6M | +25.9% | +26.8% | -0.9% | +15.1% |
| YTD | +107.9% | +29.9% | +78.0% | +88.5% |
| 1Y | +115.0% | +25.7% | +89.3% | +95.4% |
| All | +115.0% | +25.6% | +89.4% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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