+40.7%
ES vs UMAC
+549.5%
-508.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.3% | -8.7% | +0.5% |
| 7D | +1.4% | +14.7% | -13.3% | +1.2% |
| 30D | -1.2% | -0.5% | -0.7% | -1.3% |
| 3M | +5.0% | +0.5% | +4.5% | +4.7% |
| 6M | -2.8% | +57.9% | -60.8% | -4.3% |
| YTD | +8.6% | +103.9% | -95.3% | +6.2% |
| 1Y | +18.9% | +159.3% | -140.3% | +15.4% |
| All | +40.7% | +549.5% | -508.8% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling