+134.2%
UMC vs EMR
+103.4%
+30.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +11.2% | +2.8% | +8.3% | +9.9% |
| 30D | -28.0% | +3.7% | -31.7% | -28.8% |
| 3M | -20.5% | +2.0% | -22.6% | -20.9% |
| 6M | -1.6% | +22.1% | -23.7% | -8.9% |
| YTD | +99.4% | +27.2% | +72.1% | +79.0% |
| 1Y | +120.4% | +32.0% | +88.4% | +94.7% |
| 3Y | +134.2% | +103.3% | +31.0% | +57.7% |
| All | +134.2% | +103.4% | +30.8% | +57.7% |
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