+137.5%
UMC vs EMR
+62.1%
+75.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -1.9% |
| 7D | +11.4% | -1.2% | +12.6% | +12.1% |
| 30D | +16.8% | -9.4% | +26.2% | +22.5% |
| 3M | +19.1% | +8.6% | +10.5% | +13.7% |
| 6M | +137.4% | +6.7% | +130.7% | +128.6% |
| YTD | +186.4% | +13.1% | +173.3% | +163.8% |
| 1Y | +229.1% | +12.7% | +216.3% | +201.8% |
| 3Y | +257.9% | +58.1% | +199.8% | +157.8% |
| 5Y | +137.5% | +63.6% | +73.9% | +65.3% |
| All | +137.5% | +62.1% | +75.4% | +65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling