+207.2%
UMC vs ENB
+7.5%
+199.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.4% | +4.3% |
| 7D | +5.0% | -0.2% | +5.2% | +4.9% |
| 30D | +7.7% | -2.2% | +9.9% | +7.1% |
| 3M | +1.7% | -10.5% | +12.2% | -1.0% |
| 6M | +113.9% | -5.1% | +119.0% | +108.9% |
| YTD | +168.9% | +9.0% | +159.9% | +182.7% |
| 1Y | +207.2% | +8.2% | +199.0% | +220.4% |
| All | +207.2% | +7.5% | +199.7% | +220.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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