+243.6%
UMC vs EMR
+872.0%
-628.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +2.8% | +3.4% |
| 7D | +5.0% | -1.5% | +6.5% | +5.9% |
| 30D | +7.7% | -5.6% | +13.3% | +11.5% |
| 3M | +1.7% | +7.9% | -6.3% | -3.9% |
| 6M | +113.9% | +6.0% | +107.9% | +104.2% |
| YTD | +168.9% | +16.4% | +152.5% | +137.1% |
| 1Y | +207.2% | +16.6% | +190.6% | +168.3% |
| 3Y | +227.7% | +62.9% | +164.8% | +117.1% |
| 5Y | +118.0% | +60.1% | +58.0% | +44.1% |
| 10Y | +1,682.1% | +268.8% | +1,413.4% | +430.2% |
| All | +243.6% | +872.0% | -628.4% | -57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling