+115.0%
UMC vs ESI
+27.8%
+87.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.6% | +0.8% |
| 7D | -14.7% | -6.6% | -8.1% | -10.9% |
| 30D | -32.9% | -10.9% | -21.9% | -27.9% |
| 3M | -22.2% | -13.8% | -8.3% | -15.0% |
| 6M | +25.9% | -21.5% | +47.5% | +46.3% |
| YTD | +107.9% | +34.7% | +73.2% | +115.1% |
| 1Y | +115.0% | +24.9% | +90.1% | +125.5% |
| All | +115.0% | +27.8% | +87.2% | +125.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling