+83.7%
ET vs UMAC
+473.8%
-390.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.6% | -0.8% |
| 7D | +0.2% | -3.4% | +3.6% | +0.3% |
| 30D | +2.9% | -15.1% | +18.0% | +3.1% |
| 3M | +16.8% | -10.8% | +27.6% | +16.7% |
| 6M | +18.9% | +15.7% | +3.2% | +17.1% |
| YTD | +37.7% | +80.1% | -42.4% | +33.5% |
| 1Y | +32.4% | +116.7% | -84.3% | +27.0% |
| All | +83.7% | +473.8% | -390.0% | +69.2% |
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