+263.0%
UMC vs ENB
+76.5%
+186.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.6% | +4.0% |
| 7D | +13.6% | -0.3% | +13.9% | +13.6% |
| 30D | +20.8% | -1.1% | +21.8% | +20.8% |
| 3M | +16.1% | -8.5% | +24.6% | +16.9% |
| 6M | +137.3% | -4.5% | +141.8% | +136.5% |
| YTD | +193.8% | +9.1% | +184.7% | +186.4% |
| 1Y | +236.1% | +8.0% | +228.1% | +228.3% |
| All | +263.0% | +76.5% | +186.5% | +188.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling