+1,272.7%
UMC vs EW
+254.3%
+1,018.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.6% |
| 7D | +11.2% | +4.9% | +6.3% | +9.8% |
| 30D | -28.0% | +23.9% | -52.0% | -32.2% |
| 3M | -20.5% | +15.8% | -36.3% | -23.9% |
| 6M | -1.6% | +31.7% | -33.2% | -9.2% |
| YTD | +99.4% | +25.7% | +73.7% | +85.9% |
| 1Y | +120.4% | +24.4% | +96.0% | +105.9% |
| 3Y | +134.2% | +65.9% | +68.4% | +91.6% |
| 5Y | +78.8% | -7.6% | +86.5% | +72.7% |
| All | +1,272.7% | +254.3% | +1,018.4% | +881.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling