+262.2%
UMC vs ETR
+143.8%
+118.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.3% |
| 7D | +9.0% | -1.8% | +10.8% | +8.9% |
| 30D | +17.2% | -1.8% | +19.0% | +17.2% |
| 3M | +11.4% | -3.6% | +15.0% | +11.3% |
| 6M | +137.5% | +2.6% | +134.9% | +136.8% |
| YTD | +193.1% | +16.0% | +177.1% | +191.7% |
| 1Y | +240.3% | +20.1% | +220.2% | +238.9% |
| 3Y | +262.2% | +143.6% | +118.6% | +263.8% |
| All | +262.2% | +143.8% | +118.3% | +263.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling