+229.1%
UMC vs EW
+8.2%
+220.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.6% |
| 7D | +11.4% | -3.4% | +14.7% | +11.9% |
| 30D | +16.8% | -7.4% | +24.1% | +18.3% |
| 3M | +19.1% | +0.9% | +18.2% | +17.9% |
| 6M | +137.4% | +1.2% | +136.3% | +132.6% |
| YTD | +186.4% | +1.8% | +184.6% | +179.4% |
| 1Y | +229.1% | +10.8% | +218.2% | +225.9% |
| All | +229.1% | +8.2% | +220.9% | +225.9% |
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 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