+137.5%
UMC vs ETR
+123.0%
+14.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.4% |
| 7D | +11.4% | -1.9% | +13.3% | +11.5% |
| 30D | +16.8% | -0.2% | +17.0% | +16.8% |
| 3M | +19.1% | -3.7% | +22.8% | +19.4% |
| 6M | +137.4% | +2.1% | +135.4% | +136.2% |
| YTD | +186.4% | +16.5% | +169.9% | +181.1% |
| 1Y | +229.1% | +22.5% | +206.6% | +221.5% |
| 3Y | +257.9% | +144.7% | +113.2% | +219.1% |
| 5Y | +137.5% | +125.2% | +12.3% | +112.3% |
| All | +137.5% | +123.0% | +14.5% | +112.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling