+63.9%
ENB vs UMAC
+473.8%
-409.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.9% |
| 7D | -4.7% | -3.4% | -1.2% | -4.6% |
| 30D | -5.9% | -15.1% | +9.2% | -5.8% |
| 3M | -14.2% | -10.8% | -3.5% | -14.2% |
| 6M | -8.6% | +15.7% | -24.3% | -9.0% |
| YTD | +3.9% | +80.1% | -76.3% | +2.8% |
| 1Y | +1.8% | +116.7% | -114.9% | +0.3% |
| All | +63.9% | +473.8% | -409.9% | +55.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling