+839.4%
EQT vs UMC
+283.0%
+556.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.1% |
| 7D | -1.2% | +11.4% | -12.5% | -3.2% |
| 30D | +1.1% | +16.8% | -15.7% | -2.0% |
| 3M | +4.8% | +19.1% | -14.3% | -0.6% |
| 6M | -10.6% | +137.4% | -148.0% | -26.9% |
| YTD | +3.4% | +186.4% | -182.9% | -19.3% |
| 1Y | +8.7% | +229.1% | -220.4% | -17.7% |
| 3Y | +35.0% | +257.9% | -222.9% | -0.9% |
| 5Y | +204.2% | +137.5% | +66.7% | +137.5% |
| 10Y | +52.5% | +1,808.2% | -1,755.7% | -26.1% |
| All | +839.4% | +283.0% | +556.4% | +313.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling