+207.2%
UMC vs EAT
+37.5%
+169.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.0% | +4.5% |
| 7D | +5.0% | 0.0% | +4.9% | +5.0% |
| 30D | +7.7% | +1.9% | +5.8% | +7.5% |
| 3M | +1.7% | +68.7% | -67.0% | -6.9% |
| 6M | +113.9% | +66.9% | +47.0% | +95.7% |
| YTD | +168.9% | +60.4% | +108.5% | +144.8% |
| 1Y | +207.2% | +44.0% | +163.2% | +182.4% |
| All | +207.2% | +37.5% | +169.7% | +182.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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