+31.5%
ESI vs UMAC
+129.0%
-97.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.7% |
| 7D | -4.6% | -3.4% | -1.2% | -4.4% |
| 30D | -10.5% | -15.1% | +4.6% | -9.8% |
| 3M | -19.8% | -10.8% | -9.0% | -20.4% |
| 6M | +5.8% | +15.7% | -9.9% | +2.0% |
| YTD | +38.3% | +80.1% | -41.8% | +24.9% |
| 1Y | +31.5% | +116.7% | -85.2% | +17.1% |
| All | +31.5% | +129.0% | -97.5% | +17.1% |
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