+1,650.6%
UMC vs ESI
+224.6%
+1,426.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.9% | +1.6% | +3.7% |
| 7D | +5.0% | +3.3% | +1.6% | +3.9% |
| 30D | +7.7% | -5.9% | +13.5% | +9.5% |
| 3M | +1.7% | -14.1% | +15.8% | +6.9% |
| 6M | +113.9% | +6.6% | +107.4% | +112.4% |
| YTD | +168.9% | +45.0% | +123.9% | +145.7% |
| 1Y | +207.2% | +41.5% | +165.7% | +181.5% |
| 3Y | +227.7% | +78.8% | +148.9% | +179.0% |
| 5Y | +118.0% | +70.9% | +47.2% | +86.7% |
| 10Y | +1,682.1% | +317.1% | +1,365.0% | +1,170.3% |
| All | +1,650.6% | +224.6% | +1,426.0% | +1,194.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling