-4.5%
ETSY vs UMAC
+473.8%
-478.3%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +1.7% |
| 7D | -4.9% | -3.4% | -1.5% | -4.8% |
| 30D | -8.6% | -15.1% | +6.5% | -8.4% |
| 3M | +4.8% | -10.8% | +15.6% | +4.6% |
| 6M | +38.1% | +15.7% | +22.4% | +35.2% |
| YTD | +31.2% | +80.1% | -48.9% | +26.3% |
| 1Y | +22.1% | +116.7% | -94.6% | +16.4% |
| All | -4.5% | +473.8% | -478.3% | -20.3% |
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