+137.5%
UMC vs ESI
+66.0%
+71.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.5% | +2.0% | -0.1% |
| 7D | +11.4% | -2.3% | +13.7% | +12.8% |
| 30D | +16.8% | -9.0% | +25.8% | +22.6% |
| 3M | +19.1% | -13.3% | +32.4% | +30.1% |
| 6M | +137.4% | +5.3% | +132.2% | +135.7% |
| YTD | +186.4% | +37.6% | +148.8% | +146.4% |
| 1Y | +229.1% | +33.6% | +195.5% | +184.7% |
| 3Y | +257.9% | +75.8% | +182.1% | +149.1% |
| 5Y | +137.5% | +68.6% | +69.0% | +61.1% |
| All | +137.5% | +66.0% | +71.6% | +61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling