+115.0%
UMC vs EW
+19.7%
+95.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.4% | -6.5% | -2.6% |
| 7D | -14.7% | +8.3% | -22.9% | -15.5% |
| 30D | -32.9% | +13.9% | -46.8% | -34.0% |
| 3M | -22.2% | +10.9% | -33.1% | -23.1% |
| 6M | +25.9% | +19.2% | +6.7% | +21.1% |
| YTD | +107.9% | +16.6% | +91.4% | +98.7% |
| 1Y | +115.0% | +18.1% | +96.9% | +105.7% |
| All | +115.0% | +19.7% | +95.4% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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