-29.9%
EFX vs UMAC
+549.5%
-579.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +9.3% | -12.4% | -3.2% |
| 7D | -7.8% | +14.7% | -22.5% | -7.9% |
| 30D | -5.7% | -0.5% | -5.2% | -5.8% |
| 3M | +2.5% | +0.5% | +2.0% | +2.4% |
| 6M | -16.7% | +57.9% | -74.6% | -17.9% |
| YTD | -20.2% | +103.9% | -124.1% | -22.1% |
| 1Y | -31.4% | +159.3% | -190.7% | -33.9% |
| All | -29.9% | +549.5% | -579.4% | -37.1% |
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 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