+1,142.0%
UMC vs ET
+1,451.4%
-309.4%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | +11.4% | +1.4% | +10.0% | +11.0% |
| 30D | +16.8% | +4.6% | +12.2% | +15.4% |
| 3M | +19.1% | +16.0% | +3.1% | +14.4% |
| 6M | +137.4% | +22.8% | +114.6% | +124.5% |
| YTD | +186.4% | +38.9% | +147.5% | +162.3% |
| 1Y | +229.1% | +34.1% | +195.0% | +204.0% |
| 3Y | +257.9% | +98.8% | +159.1% | +197.6% |
| 5Y | +137.5% | +246.8% | -109.3% | +71.2% |
| 10Y | +1,808.2% | +174.4% | +1,633.8% | +1,231.2% |
| All | +1,142.0% | +1,451.4% | -309.4% | +98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling