+139.7%
UMC vs ESI
+80.4%
+59.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.2% | -0.9% |
| 7D | +17.8% | +8.3% | +9.5% | +13.2% |
| 30D | -29.6% | -10.4% | -19.2% | -25.2% |
| 3M | -18.4% | -13.2% | -5.2% | -12.2% |
| 6M | -0.1% | -23.9% | +23.7% | +14.8% |
| YTD | +104.0% | +34.2% | +69.8% | +92.7% |
| 1Y | +121.5% | +22.2% | +99.3% | +115.5% |
| All | +139.7% | +80.4% | +59.4% | +90.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling