+137.5%
UMC vs ENB
+61.9%
+75.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.8% | +1.3% | -1.2% |
| 7D | +11.4% | -4.6% | +15.9% | +13.2% |
| 30D | +16.8% | -5.2% | +22.0% | +18.9% |
| 3M | +19.1% | -13.4% | +32.5% | +24.9% |
| 6M | +137.4% | -7.8% | +145.2% | +141.9% |
| YTD | +186.4% | +4.9% | +181.5% | +175.3% |
| 1Y | +229.1% | +3.2% | +225.8% | +218.2% |
| 3Y | +257.9% | +71.0% | +186.9% | +157.9% |
| 5Y | +137.5% | +64.0% | +73.5% | +82.4% |
| All | +137.5% | +61.9% | +75.6% | +82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling