+260.9%
UMC vs EAT
+2,258.6%
-1,997.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.4% | +8.4% | +5.8% |
| 7D | +6.6% | -4.9% | +11.5% | +7.7% |
| 30D | +16.6% | -1.2% | +17.8% | +16.7% |
| 3M | +11.0% | +52.2% | -41.2% | +0.4% |
| 6M | +131.3% | +65.0% | +66.3% | +104.7% |
| YTD | +182.5% | +55.0% | +127.5% | +152.1% |
| 1Y | +222.3% | +42.1% | +180.2% | +190.5% |
| 3Y | +253.0% | +614.7% | -361.7% | +110.8% |
| 5Y | +141.8% | +322.7% | -180.9% | +55.9% |
| 10Y | +1,772.2% | +382.0% | +1,390.2% | +887.6% |
| All | +260.9% | +2,258.6% | -1,997.7% | +13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling