+148.8%
UMC vs ES
+625.0%
-476.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -8.3% | +0.9% | -9.1% | -8.9% |
| 30D | -34.5% | +5.9% | -40.4% | -36.4% |
| 3M | -20.0% | -1.0% | -18.9% | -20.1% |
| 6M | -0.7% | +7.2% | -7.9% | -5.0% |
| YTD | +94.7% | +7.0% | +87.7% | +85.7% |
| 1Y | +106.0% | +0.5% | +105.5% | +100.3% |
| 3Y | +124.3% | +48.7% | +75.6% | +77.3% |
| 5Y | +78.0% | +1.9% | +76.0% | +63.0% |
| 10Y | +1,225.9% | +89.2% | +1,136.8% | +658.7% |
| All | +148.8% | +625.0% | -476.2% | -46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling