+158.7%
EWT vs UMAC
+473.8%
-315.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.3% | +1.9% |
| 7D | -1.1% | -3.4% | +2.3% | -1.0% |
| 30D | +4.5% | -15.1% | +19.5% | +4.8% |
| 3M | +8.3% | -10.8% | +19.0% | +8.0% |
| 6M | +54.2% | +15.7% | +38.6% | +51.6% |
| YTD | +74.6% | +80.1% | -5.6% | +69.3% |
| 1Y | +84.9% | +116.7% | -31.8% | +78.0% |
| All | +158.7% | +473.8% | -315.1% | +146.3% |
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 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