+1,798.0%
UMC vs EAT
+379.9%
+1,418.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | +11.4% | -6.2% | +17.6% | +12.3% |
| 30D | +16.8% | -3.0% | +19.8% | +17.2% |
| 3M | +19.1% | +45.6% | -26.5% | +12.2% |
| 6M | +137.4% | +53.5% | +83.9% | +121.6% |
| YTD | +186.4% | +49.6% | +136.8% | +167.2% |
| 1Y | +229.1% | +38.9% | +190.2% | +208.8% |
| 3Y | +257.9% | +589.7% | -331.8% | +159.8% |
| 5Y | +137.5% | +318.7% | -181.1% | +78.0% |
| All | +1,798.0% | +379.9% | +1,418.1% | +1,266.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling