+262.2%
UMC vs EOSE
+42.6%
+219.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.4% |
| 7D | +9.0% | +1.8% | +7.2% | +8.8% |
| 30D | +17.2% | -6.8% | +24.1% | +17.5% |
| 3M | +11.4% | -36.3% | +47.7% | +14.0% |
| 6M | +137.5% | -38.8% | +176.3% | +142.4% |
| YTD | +193.1% | -65.5% | +258.6% | +204.6% |
| 1Y | +240.3% | -45.3% | +285.6% | +240.7% |
| 3Y | +262.2% | +44.2% | +218.0% | +219.1% |
| All | +262.2% | +42.6% | +219.6% | +219.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 3y: compounded portfolio wealth divided by compounded EOSE 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…
3y analysis · Full analysis span regression · 6 months rolling