+1,797.6%
UMC vs EQX
+232.0%
+1,565.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.7% | +2.1% |
| 7D | +9.0% | -3.2% | +12.2% | +9.4% |
| 30D | +17.2% | +7.8% | +9.5% | +15.9% |
| 3M | +11.4% | +21.3% | -9.9% | +8.1% |
| 6M | +137.5% | -22.4% | +159.9% | +142.2% |
| YTD | +193.1% | -11.3% | +204.4% | +193.5% |
| 1Y | +240.3% | +13.5% | +226.8% | +230.0% |
| 3Y | +262.2% | +162.1% | +100.1% | +209.3% |
| 5Y | +143.1% | +84.2% | +58.9% | +105.9% |
| All | +1,797.6% | +232.0% | +1,565.5% | +1,613.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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