+38.7%
ES vs UMAC
+508.0%
-469.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.4% | +4.9% | -1.4% |
| 7D | 0.0% | +3.3% | -3.3% | -0.1% |
| 30D | -1.0% | -10.4% | +9.4% | -1.0% |
| 3M | +1.5% | +1.8% | -0.3% | +1.2% |
| 6M | -3.5% | +40.7% | -44.2% | -4.8% |
| YTD | +7.0% | +90.9% | -83.9% | +4.7% |
| 1Y | +15.3% | +151.8% | -136.4% | +11.9% |
| All | +38.7% | +508.0% | -469.3% | +26.7% |
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