+2,059.4%
BE vs UMAC
+494.0%
+1,565.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.1% | +10.4% | +7.8% |
| 7D | +20.0% | -0.9% | +20.9% | +20.1% |
| 30D | +7.9% | -7.7% | +15.6% | +7.8% |
| 3M | -13.2% | -26.4% | +13.2% | -11.1% |
| 6M | +53.5% | +61.9% | -8.4% | +37.1% |
| YTD | +191.0% | +86.5% | +104.5% | +154.9% |
| 1Y | +360.5% | +156.3% | +204.2% | +291.3% |
| All | +2,059.4% | +494.0% | +1,565.4% | +1,341.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling