+7.8%
EQT vs UMC
+209.4%
-201.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.6% | -5.4% | -0.9% |
| 7D | +1.1% | +5.0% | -3.9% | +1.0% |
| 30D | +7.7% | +7.7% | 0.0% | +7.5% |
| 3M | +0.2% | +1.7% | -1.5% | -0.1% |
| 6M | -9.5% | +113.9% | -123.4% | -15.5% |
| YTD | +3.8% | +168.9% | -165.1% | -10.5% |
| 1Y | +7.8% | +207.2% | -199.4% | -7.9% |
| All | +7.8% | +209.4% | -201.7% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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