+195.6%
EQT vs UMC
+137.9%
+57.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.0% |
| 7D | -1.2% | +11.4% | -12.5% | -3.1% |
| 30D | +1.1% | +16.8% | -15.7% | -1.8% |
| 3M | +4.8% | +19.1% | -14.3% | -1.0% |
| 6M | -10.6% | +137.4% | -148.0% | -29.8% |
| YTD | +3.4% | +186.4% | -182.9% | -24.6% |
| 1Y | +8.7% | +229.1% | -220.4% | -24.2% |
| 3Y | +35.0% | +257.9% | -222.9% | -11.3% |
| All | +195.6% | +137.9% | +57.6% | +99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling