+85.2%
ET vs UMAC
+488.3%
-403.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.5% | +0.3% |
| 7D | +1.4% | -4.0% | +5.4% | +1.4% |
| 30D | +4.6% | -9.4% | +14.0% | +4.7% |
| 3M | +16.0% | +3.0% | +13.1% | +15.5% |
| 6M | +22.8% | +27.2% | -4.4% | +20.7% |
| YTD | +38.9% | +84.7% | -45.8% | +34.5% |
| 1Y | +34.1% | +136.5% | -102.4% | +28.3% |
| All | +85.2% | +488.3% | -403.0% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling