+55.3%
BE vs UMAC
+2.9%
+52.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -10.9% | +4.5% | -2.8% |
| 7D | -12.1% | -26.0% | +13.9% | -3.2% |
| 30D | -30.1% | -40.3% | +10.2% | -17.6% |
| 3M | -12.1% | -51.1% | +39.0% | +6.3% |
| 6M | -30.6% | -5.6% | -24.9% | -37.3% |
| YTD | +130.6% | +2.3% | +128.4% | +73.7% |
| 1Y | +55.3% | +7.9% | +47.4% | +10.1% |
| All | +55.3% | +2.9% | +52.4% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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