+309.8%
BE vs UMAC
+129.0%
+180.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.5% | +9.1% | +7.5% |
| 7D | +9.0% | -3.4% | +12.5% | +10.3% |
| 30D | +16.3% | -15.1% | +31.4% | +19.0% |
| 3M | +10.8% | -10.8% | +21.6% | +9.0% |
| 6M | +73.2% | +15.7% | +57.5% | +42.7% |
| YTD | +217.4% | +80.1% | +137.2% | +101.0% |
| 1Y | +309.8% | +116.7% | +193.1% | +119.1% |
| All | +309.8% | +129.0% | +180.8% | +119.1% |
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