+240.3%
UMC vs ENB
+2.1%
+238.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.3% | +2.1% |
| 7D | +9.0% | -4.7% | +13.7% | +7.6% |
| 30D | +17.2% | -5.9% | +23.1% | +15.4% |
| 3M | +11.4% | -14.2% | +25.6% | +7.2% |
| 6M | +137.5% | -8.6% | +146.1% | +129.7% |
| YTD | +193.1% | +3.9% | +189.2% | +203.8% |
| 1Y | +240.3% | +1.8% | +238.5% | +256.6% |
| All | +240.3% | +2.1% | +238.2% | +256.6% |
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