+160.7%
UMC vs EW
+6,308.1%
-6,147.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | +17.8% | +4.9% | +12.8% | +16.3% |
| 30D | -29.6% | +24.1% | -53.7% | -33.9% |
| 3M | -18.4% | +13.7% | -32.1% | -21.6% |
| 6M | -0.1% | +32.7% | -32.8% | -8.5% |
| YTD | +104.0% | +24.1% | +79.9% | +90.2% |
| 1Y | +121.5% | +23.6% | +97.9% | +106.6% |
| 3Y | +135.0% | +64.8% | +70.2% | +93.2% |
| 5Y | +83.0% | -8.8% | +91.8% | +76.2% |
| 10Y | +1,312.7% | +248.8% | +1,063.9% | +781.6% |
| All | +160.7% | +6,308.1% | -6,147.4% | -53.5% |
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