+1,842.6%
UMC vs ETR
+296.9%
+1,545.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.4% |
| 7D | +9.0% | -1.8% | +10.8% | +9.3% |
| 30D | +17.2% | -1.8% | +19.0% | +17.5% |
| 3M | +11.4% | -3.6% | +15.0% | +12.0% |
| 6M | +137.5% | +2.6% | +134.9% | +135.6% |
| YTD | +193.1% | +16.0% | +177.1% | +185.0% |
| 1Y | +240.3% | +20.1% | +220.2% | +229.0% |
| 3Y | +262.2% | +143.6% | +118.6% | +206.0% |
| 5Y | +143.1% | +124.4% | +18.8% | +107.7% |
| All | +1,842.6% | +296.9% | +1,545.7% | +1,542.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling