+134.2%
UMC vs ENB
+72.2%
+62.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.3% |
| 7D | +11.2% | +3.1% | +8.1% | +11.2% |
| 30D | -28.0% | +2.1% | -30.2% | -28.0% |
| 3M | -20.5% | -4.4% | -16.1% | -20.3% |
| 6M | -1.6% | -10.1% | +8.5% | -1.5% |
| YTD | +99.4% | +5.2% | +94.2% | +95.6% |
| 1Y | +120.4% | +4.2% | +116.2% | +116.6% |
| 3Y | +134.2% | +70.1% | +64.1% | +89.9% |
| All | +134.2% | +72.2% | +62.1% | +89.9% |
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