+160.6%
EWT vs UMAC
+508.0%
-347.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.6% | +0.4% |
| 7D | +2.1% | +3.3% | -1.1% | +2.0% |
| 30D | +9.4% | -10.4% | +19.8% | +9.5% |
| 3M | +10.9% | +1.8% | +9.1% | +10.2% |
| 6M | +57.9% | +40.7% | +17.2% | +54.5% |
| YTD | +75.9% | +90.9% | -15.0% | +70.3% |
| 1Y | +89.7% | +151.8% | -62.1% | +82.0% |
| All | +160.6% | +508.0% | -347.4% | +147.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling