+145.3%
UMC vs EW
-29.9%
+175.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.1% |
| 7D | +13.6% | -5.1% | +18.7% | +15.1% |
| 30D | +20.8% | -6.4% | +27.1% | +22.7% |
| 3M | +16.1% | -1.6% | +17.7% | +16.2% |
| 6M | +137.3% | +2.3% | +135.0% | +134.8% |
| YTD | +193.8% | +1.1% | +192.7% | +191.2% |
| 1Y | +236.1% | +8.0% | +228.1% | +226.7% |
| 3Y | +267.1% | +16.3% | +250.8% | +230.1% |
| 5Y | +145.3% | -29.4% | +174.7% | +168.4% |
| All | +145.3% | -29.9% | +175.1% | +168.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling