+131.3%
ETR vs UMAC
+473.8%
-342.4%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.3% |
| 7D | -1.8% | -3.4% | +1.6% | -1.8% |
| 30D | -1.8% | -15.1% | +13.3% | -1.6% |
| 3M | -3.6% | -10.8% | +7.2% | -3.7% |
| 6M | +2.6% | +15.7% | -13.1% | +1.5% |
| YTD | +16.0% | +80.1% | -64.1% | +13.4% |
| 1Y | +20.1% | +116.7% | -96.6% | +16.5% |
| All | +131.3% | +473.8% | -342.4% | +107.4% |
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