+243.6%
UMC vs EW
+5,345.0%
-5,101.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.4% | +4.5% |
| 7D | +5.0% | -0.3% | +5.3% | +5.1% |
| 30D | +7.7% | +1.0% | +6.6% | +7.3% |
| 3M | +1.7% | +2.8% | -1.1% | +0.6% |
| 6M | +113.9% | +5.5% | +108.4% | +109.9% |
| YTD | +168.9% | +5.5% | +163.4% | +163.5% |
| 1Y | +207.2% | +11.0% | +196.2% | +195.8% |
| 3Y | +227.7% | +17.7% | +210.0% | +197.8% |
| 5Y | +118.0% | -25.7% | +143.8% | +123.2% |
| 10Y | +1,682.1% | +132.8% | +1,549.3% | +1,147.5% |
| All | +243.6% | +5,345.0% | -5,101.5% | -35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling