+44.3%
ELAN vs UMAC
+473.8%
-429.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.8% | +1.4% |
| 7D | -5.4% | -3.4% | -2.0% | -5.3% |
| 30D | +4.7% | -15.1% | +19.8% | +5.1% |
| 3M | -3.7% | -10.8% | +7.1% | -3.9% |
| 6M | -1.2% | +15.7% | -16.9% | -3.6% |
| YTD | +2.4% | +80.1% | -77.8% | -2.3% |
| 1Y | +23.4% | +116.7% | -93.3% | +16.1% |
| All | +44.3% | +473.8% | -429.5% | +15.0% |
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