+260.9%
UMC vs ENB
+2,725.6%
-2,464.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.3% | +4.7% |
| 7D | +6.6% | -0.5% | +7.1% | +6.8% |
| 30D | +16.6% | -0.2% | +16.8% | +16.5% |
| 3M | +11.0% | -7.5% | +18.5% | +14.4% |
| 6M | +131.3% | -4.1% | +135.4% | +133.8% |
| YTD | +182.5% | +9.8% | +172.7% | +167.2% |
| 1Y | +222.3% | +8.7% | +213.6% | +205.7% |
| 3Y | +253.0% | +79.0% | +174.0% | +161.8% |
| 5Y | +141.8% | +69.1% | +72.8% | +83.3% |
| 10Y | +1,772.2% | +96.5% | +1,675.7% | +1,120.2% |
| All | +260.9% | +2,725.6% | -2,464.7% | -21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling