+81.8%
EEM vs UMAC
+508.0%
-426.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.4% | +5.9% | -0.3% |
| 7D | +2.0% | +3.3% | -1.3% | +1.9% |
| 30D | +5.1% | -10.4% | +15.5% | +5.2% |
| 3M | +4.6% | +1.8% | +2.8% | +4.0% |
| 6M | +17.8% | +40.7% | -23.0% | +15.5% |
| YTD | +25.8% | +90.9% | -65.1% | +22.3% |
| 1Y | +36.4% | +151.8% | -115.4% | +31.6% |
| All | +81.8% | +508.0% | -426.2% | +71.8% |
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