+262.2%
UMC vs EMR
+62.0%
+200.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | +1.3% |
| 7D | +9.0% | -0.4% | +9.4% | +9.2% |
| 30D | +17.2% | -6.8% | +24.0% | +20.4% |
| 3M | +11.4% | +7.5% | +3.9% | +7.8% |
| 6M | +137.5% | +9.9% | +127.7% | +127.7% |
| YTD | +193.1% | +16.0% | +177.1% | +172.1% |
| 1Y | +240.3% | +12.4% | +227.9% | +218.6% |
| 3Y | +262.2% | +60.2% | +201.9% | +180.1% |
| All | +262.2% | +62.0% | +200.1% | +180.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling