+141.8%
UMC vs ES
-2.9%
+144.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.4% | +5.0% |
| 7D | +6.6% | +1.4% | +5.2% | +6.5% |
| 30D | +16.6% | -1.2% | +17.7% | +16.6% |
| 3M | +11.0% | +5.0% | +6.0% | +10.3% |
| 6M | +131.3% | -2.8% | +134.1% | +131.4% |
| YTD | +182.5% | +8.6% | +173.9% | +179.6% |
| 1Y | +222.3% | +18.9% | +203.3% | +215.0% |
| 3Y | +253.0% | +32.1% | +220.9% | +236.6% |
| 5Y | +141.8% | -5.1% | +146.9% | +129.7% |
| All | +141.8% | -2.9% | +144.7% | +129.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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