+13.5%
EQX vs UMAC
+129.0%
-115.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +2.0% |
| 7D | -3.2% | -3.4% | +0.2% | -2.9% |
| 30D | +7.8% | -15.1% | +22.9% | +9.0% |
| 3M | +21.3% | -10.8% | +32.1% | +19.9% |
| 6M | -22.4% | +15.7% | -38.1% | -28.3% |
| YTD | -11.3% | +80.1% | -91.5% | -24.0% |
| 1Y | +13.5% | +116.7% | -103.2% | -10.5% |
| All | +13.5% | +129.0% | -115.5% | -10.5% |
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