+115.0%
UMC vs ENB
+9.4%
+105.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.7% | -2.2% |
| 7D | -14.7% | +0.5% | -15.1% | -14.5% |
| 30D | -32.9% | +6.0% | -38.8% | -31.2% |
| 3M | -22.2% | -7.4% | -14.7% | -23.8% |
| 6M | +25.9% | -8.5% | +34.4% | +22.0% |
| YTD | +107.9% | +6.1% | +101.8% | +128.5% |
| 1Y | +115.0% | +9.4% | +105.6% | +139.5% |
| All | +115.0% | +9.4% | +105.6% | +139.5% |
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