-6.7%
EFX vs UMAC
+2.9%
-9.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -10.9% | +13.3% | +1.8% |
| 7D | +9.2% | -26.0% | +35.2% | +7.5% |
| 30D | +34.8% | -40.3% | +75.1% | +31.4% |
| 3M | +8.8% | -51.1% | +60.0% | +5.6% |
| 6M | +12.3% | -5.6% | +18.0% | +14.5% |
| YTD | -10.6% | +2.3% | -12.9% | -8.4% |
| 1Y | -6.7% | +7.9% | -14.6% | -4.8% |
| All | -6.7% | +2.9% | -9.7% | -4.8% |
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 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