+58.3%
EWJ vs UMAC
+473.8%
-415.5%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.7% | +2.3% |
| 7D | +0.3% | -3.4% | +3.7% | +0.4% |
| 30D | +0.8% | -15.1% | +15.9% | +1.0% |
| 3M | +7.5% | -10.8% | +18.3% | +7.3% |
| 6M | +15.6% | +15.7% | -0.1% | +14.0% |
| YTD | +22.7% | +80.1% | -57.4% | +19.8% |
| 1Y | +26.4% | +116.7% | -90.3% | +22.6% |
| All | +58.3% | +473.8% | -415.5% | +49.9% |
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 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