+207.2%
UMC vs ET
+31.4%
+175.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.7% |
| 7D | +5.0% | +0.9% | +4.1% | +5.2% |
| 30D | +7.7% | +7.5% | +0.2% | +9.7% |
| 3M | +1.7% | +11.4% | -9.8% | +5.1% |
| 6M | +113.9% | +18.5% | +95.4% | +114.9% |
| YTD | +168.9% | +37.4% | +131.5% | +158.4% |
| 1Y | +207.2% | +30.9% | +176.3% | +191.9% |
| All | +207.2% | +31.4% | +175.8% | +191.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling