+147.8%
EWY vs UMAC
+129.0%
+18.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.5% | +5.7% | +3.6% |
| 7D | -0.1% | -3.4% | +3.3% | +0.3% |
| 30D | +7.3% | -15.1% | +22.4% | +8.4% |
| 3M | -5.1% | -10.8% | +5.6% | -6.3% |
| 6M | +42.1% | +15.7% | +26.4% | +33.5% |
| YTD | +94.1% | +80.1% | +14.0% | +73.6% |
| 1Y | +147.8% | +116.7% | +31.1% | +117.1% |
| All | +147.8% | +129.0% | +18.8% | +117.1% |
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