+1,228.4%
UMC vs ESI
+200.4%
+1,028.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.2% | -1.3% |
| 7D | +17.8% | +8.3% | +9.5% | +15.1% |
| 30D | -29.6% | -10.4% | -19.2% | -26.9% |
| 3M | -18.4% | -13.2% | -5.2% | -14.6% |
| 6M | -0.1% | -23.9% | +23.7% | +9.2% |
| YTD | +104.0% | +34.2% | +69.8% | +91.8% |
| 1Y | +121.5% | +22.2% | +99.3% | +112.8% |
| 3Y | +135.0% | +79.2% | +55.8% | +101.9% |
| 5Y | +83.0% | +38.1% | +44.9% | +65.5% |
| 10Y | +1,312.7% | +323.6% | +989.1% | +926.0% |
| All | +1,228.4% | +200.4% | +1,028.0% | +910.4% |
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