+1,842.6%
UMC vs ESI
+312.8%
+1,529.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.2% |
| 7D | +9.0% | -4.6% | +13.6% | +11.0% |
| 30D | +17.2% | -10.5% | +27.8% | +22.1% |
| 3M | +11.4% | -19.8% | +31.2% | +22.0% |
| 6M | +137.5% | +5.8% | +131.7% | +136.2% |
| YTD | +193.1% | +38.3% | +154.8% | +164.1% |
| 1Y | +240.3% | +31.5% | +208.8% | +210.3% |
| 3Y | +262.2% | +80.7% | +181.5% | +189.1% |
| 5Y | +143.1% | +69.4% | +73.7% | +96.7% |
| All | +1,842.6% | +312.8% | +1,529.8% | +1,174.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling