+24.2%
EMB vs UMAC
+549.5%
-525.3%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.3% | -9.5% | -0.2% |
| 7D | +0.3% | +14.7% | -14.4% | +0.2% |
| 30D | -0.5% | -0.5% | 0.0% | -0.5% |
| 3M | +0.3% | +0.5% | -0.2% | +0.2% |
| 6M | +1.2% | +57.9% | -56.8% | +0.4% |
| YTD | +1.5% | +103.9% | -102.5% | +0.4% |
| 1Y | +4.8% | +159.3% | -154.5% | +3.4% |
| All | +24.2% | +549.5% | -525.3% | +19.4% |
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 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