+115.0%
UMC vs ETR
+18.4%
+96.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.7% | -4.8% | -1.8% |
| 7D | -14.7% | +3.7% | -18.4% | -14.3% |
| 30D | -32.9% | +11.0% | -43.8% | -32.4% |
| 3M | -22.2% | +3.4% | -25.6% | -22.2% |
| 6M | +25.9% | -3.3% | +29.2% | +25.4% |
| YTD | +107.9% | +23.3% | +84.7% | +100.0% |
| 1Y | +115.0% | +19.2% | +95.9% | +109.1% |
| All | +115.0% | +18.4% | +96.7% | +109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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