+80.1%
EEM vs UMAC
+473.8%
-393.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.7% | +1.3% |
| 7D | -1.3% | -3.4% | +2.2% | -1.2% |
| 30D | +2.1% | -15.1% | +17.2% | +2.3% |
| 3M | +1.0% | -10.8% | +11.8% | +0.8% |
| 6M | +15.9% | +15.7% | +0.2% | +14.2% |
| YTD | +24.6% | +80.1% | -55.5% | +21.4% |
| 1Y | +32.3% | +116.7% | -84.4% | +28.0% |
| All | +80.1% | +473.8% | -393.6% | +70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling