+243.6%
UMC vs ES
+631.3%
-387.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.2% | +4.8% |
| 7D | +5.0% | +0.3% | +4.7% | +4.8% |
| 30D | +7.7% | -2.0% | +9.6% | +8.4% |
| 3M | +1.7% | +1.7% | 0.0% | +0.2% |
| 6M | +113.9% | -3.5% | +117.5% | +114.6% |
| YTD | +168.9% | +7.9% | +161.0% | +157.0% |
| 1Y | +207.2% | +17.2% | +190.0% | +180.9% |
| 3Y | +227.7% | +29.3% | +198.4% | +176.6% |
| 5Y | +118.0% | -5.7% | +123.8% | +108.0% |
| 10Y | +1,682.1% | +85.2% | +1,596.9% | +939.2% |
| All | +243.6% | +631.3% | -387.7% | -26.2% |
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