+65.2%
ETSY vs UMAC
+2.9%
+62.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -10.9% | +18.0% | +7.5% |
| 7D | +4.2% | -26.0% | +30.3% | +5.3% |
| 30D | +35.8% | -40.3% | +76.1% | +38.3% |
| 3M | +11.4% | -51.1% | +62.5% | +13.9% |
| 6M | +50.3% | -5.6% | +55.9% | +43.5% |
| YTD | +73.6% | +2.3% | +71.3% | +58.7% |
| 1Y | +65.2% | +7.9% | +57.3% | +48.9% |
| All | +65.2% | +2.9% | +62.2% | +48.9% |
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